IFRS9 Modelling Expert

IT KONTRAKTO firmie

  • Warszawa
    Warszawa, mazowieckie
  • Ogłoszenie wygasło miesiąc temu
  • Umowa o pracę
  • Pełny etat
  • Ekspert

IT KONTRAKT

Warszawa

Warszawa

IFRS9 Modelling ExpertNumer ref.: OJ/ME/WAW/06/P

SCOPE OF DUTIES

  • Developing, improving,analysing and documenting loan loss provision models
  • Monitoring of internal models,backtesting and benchmarking
  • Improving model development methodology
  • Coaching junior team members
  • Project and stakeholder management

MUST HAVE

  • An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics or a similar quantitative field
  • Knowledge of statistical modelling and econometric methods
  • Experience with statistical programming (e.g. Python, SAS)
  • At least 5 years experience with risk model development and/or validation (e.g. credit risk), regulatory (Basel/IRB, IFRS9) and/or non-regulatory (e.g. credit approval models), loan loss provision modelling
  • Knowledge on IFRS9 standards
  • Advanced level of English
Osoby zainteresowane prosimy o przesyłanie aplikacji klikając w przycisk aplikowania.

I agree to the processing of my personal data provided by me, not mentioned in art. 221 § 1 of the Labor Code, or other specific provisions applicable pursuant to art. 221 § 4 of the Polish Labour Code, in order to recruit by the Administrator - IT Kontrakt  Sp. z o.o. with registered office in Wrocław, ul. Gwiaździsta 66, 53-413 Wrocław, for the position IFRS9 Modelling Expert.

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