Oferta pracy

Modelling Expert (IFRS9)

IT KONTRAKTO firmie

Rekrutacja zdalna

Rekrutacja zdalna

To wyróżnienie ofert oznacza, że cały proces rekrutacyjny jest prowadzony zdalnie. Dowiedz się więcej
Rekrutacja zdalna
  • Warszawa
    Warszawa, mazowieckie
  • Ogłoszenie wygasło 23 dni temu
  • Umowa o pracę, Kontrakt B2B
  • Pełny etat
  • Ekspert

IT KONTRAKT

Warszawa

Warszawa

The developed credit risk models are core to the success of our Client and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management (RM) units within all company. As an expert in credit risk modelling, you will be given the opportunity to broaden your experience in credit risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.

Modelling Expert (IFRS9)Numer ref.: sza/ifrs/waw/07

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

REQUIREMENTS

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

Please include in your application the following consent:

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 Modelling Expert (IFRS9)

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