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Senior Credit Risk Modeling and Analytics Professional

2 weeks ago

Kraków Warszawa, Czech Republic beBee Careers Full time
About the Role

We are seeking a highly skilled Senior Credit Risk Modeling Specialist to join our growing team. As a key member of our credit risk modeling group, you will be responsible for leading the development and enhancement of probability of default (PD), expected loss given default (EAD), loss given default (LGD), scoring models, and risk-weighted assets/economic capital charges calculation frameworks.

Key Responsibilities:
  • Designing and executing comprehensive impact analyses for the calculation of risk-weighted assets (RWA), expected loss (EL), and other critical risk measures.
  • Developing and testing complex programs, dashboards, and tools in alignment with business specifications.
  • Collaborating closely with the internal independent model review team throughout the model development, monitoring, and review processes.
  • Leading the execution of periodic IFRS 9/stress testing regulatory exercises.

Fundamental Requirements:

  • Proven experience in credit risk analysis and leadership roles.
  • Strong understanding of credit model methodologies, data requirements for AIRB, IFRS 9, or stress testing modeling.
  • Proficiency in coding with Python, SAS, MS Excel/VBA, and SQL.
  • Excellent communication skills and ability to manage complex projects under tight deadlines.
  • Relevant working experience in a bank, rating agency, consultancy, or advisory firm.

About You

You have a strong background in credit risk analysis, with a proven track record in leadership roles. Your expertise in credit model methodologies, data requirements, and regulatory compliance is essential for this role. You possess excellent communication and project management skills, with the ability to drive innovation and efficiency in complex program development.

Benefits
  • Opportunity for professional development in an international environment.
  • Flexible working hours and hybrid work model.
  • Competitive salary and performance-related bonuses.
  • Private medical cover and life insurance.
  • Multikafeteria system and unlimited access to learning platform.