Senior Specialist - Credit Risk Model Monitoring
ref nr: 130/4/2024/AH
Warszawa (mazowieckie)
April 10, 2024
In Antal we have been dealing with recruitment for over 20 years. Thanks to the fact that we operate in 10 specialised divisions, we have an excellent orientation in current industry trends. We precisely determine the specific nature of the job, classifying key skills and necessary qualifications. Our mission is not only to find a candidate whose competences fit the requirements of the given job advertisement, but first and foremost a position which meets the candidate’s expectations. Employment agency registration number: 496.
Responsibilities:
- Monitoring and assessing existing credit risk models,
- Sharing knowledge and expertise,
- Collaborating with stakeholders,
- Writing reports/documentation.
Requirements:
- Completed higher education in econometrics/quantitative finance/quantitative methods/mathematics/statistics/physics,
- Min. 3 years of experience in developing, monitoring, or validating IFRS 9/IRB models, along with proficiency in programming (e.g., Python, SAS), databases, data modeling, preparation, and quality control,
- Possess strong knowledge of statistical inference and econometric methods,
- Demonstrate extensive familiarity with IRB and IFRS 9 models,
- Fluent English and Polish,
- Team player with people-oriented focus.
Offer:
- Ability to work in the hybrid model,
- Stable employment,
- Flexible working hours,
- Daily work using English in an international environment,
- Participation in interesting, strategic projects,
- Opportunity to obtain additional professional training,
- An attractive package of benefits (medical care, insurance, use of the corporate gym, relaxation zone).
