Senior Credit Risk Modeler

2 weeks ago


Warszawa, Mazovia, Czech Republic beBeeQuantitative Full time €80,000 - €120,000
Role Overview

We are seeking a senior professional to lead our credit risk modeling initiatives. The ideal candidate will possess a strong background in financial institutions or consulting/audit firms, with a degree in mathematics, physics, computer science, or a related quantitative field.

  • Minimum 5 years of experience in credit risk modeling is required.
  • Strong analytical and quantitative skills, including a deep understanding of mathematical algorithms, are essential.
  • Proficiency in python programming is preferred.
  • Ability to think conceptually and apply knowledge proactively is crucial.

The successful candidate will be responsible for developing and enhancing airb credit risk models, working on ifrs9 and stress testing models, creating new credit risk models, validating and monitoring models, conducting impact analysis on risk-weighted assets (rwa) and expected credit loss (ecl), and collaborating with internal independent model review teams to ensure compliance.

This is a fantastic opportunity for professional development in an international environment and for increasing your abilities and skills in various areas. Our team offers a great atmosphere and comfortable working conditions, stable job, hybrid model of work, flexible working hours, office located near city centre, modern working environment, competitive salary, performance-related bonuses, private medical cover for you and your family, multikafeteria system, life insurance, unlimited access to learning platform, and annual parties and other social events.

Key Qualifications:
  • Audit experience is beneficial.
  • Degree in a relevant field is necessary.
  • Python programming skill is highly desirable.


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