Credit Risk Modeling Manager @

2 weeks ago


Kraków, Lesser Poland, Czech Republic Antal Full time

Requirements:

  • Minimum 5 years of experience.
  • Background in financial institutions or consulting/audit firms.
  • A degree in Mathematics, Physics, Computer Science, or a related quantitative field.
  • Strong analytical and quantitative skills, including understanding mathematical algorithms.
  • Programming skill: preferred Python.
  • Ability to think conceptually and apply knowledge proactively.
  • Strong problem-solving skills and ability to explain credit risk concepts clearly.

Office attendance: 1 day per month in the office

About your future employer:

Our Client is a leading global financial institution committed to delivering exceptional banking services worldwide. We are looking for a Credit Risk Modeling Manager to join our Client's growing Credit Risk Modeling team. 

We offer:

  • Opportunity for professional development in an international environment and for increasing your abilities and skills in various areas
  • Great atmosphere and comfortable working conditions.
  • Stable job and cooperation with friendly and high qualified team
  • Hybrid model of work, flexible working hours
  • Office located near city centre
  • Modern working environment (agile spaces, private quiet rooms and breakout areas)
  • Competitive salary
  • Performance-related bonuses
  • Private medical cover for you and your family
  • Multikafeteria system
  • Life insurance
  • Unlimited access to learning platform
  • Annual parties  and other social events
,[Develop and enhance AIRB credit risk models., Work on IFRS9 and stress testing models (accepted but less preferred)., Create new credit risk models (most desirable)., Validate and monitor models (acceptable but less prioritized)., Conduct impact analysis on Risk-Weighted Assets (RWA) and Expected Credit Loss (ECL)., Collaborate with internal Independent Model Review teams and ensure compliance.] Requirements: Audit, Degree, Python Additionally: Life insurance, Private healthcare, Multikafeteria system.

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