Credit Risk Expert

2 weeks ago


Remote, Czech Republic Antal Full time
About the Role

We are seeking an experienced Credit Risk Expert to join our team in Warsaw. The successful candidate will be responsible for developing advanced credit risk models and implementing innovative solutions for one of the world's largest banks.


Responsibilities
  • Advanced Credit Risk Modeling: Develop statistical methodologies to estimate parameters (PD, LGD) and assess model stability and performance.
  • ESG Integration: Support the incorporation of ESG risks into the Group's risk management framework, focusing on climate transition risk.
  • Coding and Development: Design and test codes implementing methodologies within internal systems using Python, PySpark, and data visualization tools.
  • International Collaboration: Participate in working groups, assist with regulatory recommendations, and analyze the impact of regulatory changes.

About the Team

You will be part of a dynamic international environment, collaborating with over 800 quantitative experts across various countries and business areas.

This is a strategic and diverse role contributing to global risk management framework, offering opportunities for growth and collaboration.

Requirements
  • Expertise: IFRS9, CRR, Python, PySpark, Data management, Data visualization, SAS

Benefits and Career Opportunities

The successful candidate can expect:

  • A competitive salary estimated at around $80,000 per annum, depending on experience.
  • Potential for career growth within risk teams of other Group entities.
  • A chance to work within a growing, Warsaw-based team of experts while being part of a community of 800+ Quants.
What We Offer

We provide a collaborative and dynamic work environment, supporting your professional development and offering opportunities for growth within the company.



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