Senior Credit Risk Modeling Specialist

Location: Kraków, Warszawa

Office attendance: 1 day per month in the office

Recruitment process: online 

About your future employer:

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

Senior Credit Risk Modeling Specialist 

Responsibilities:

• 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:

• 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, or SAS, R, SQL (or any data analysis/statistics-related programming language).
• Ability to think conceptually and apply knowledge proactively.
• Strong problem-solving skills and ability to explain credit risk concepts clearly.

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  

Recruitment proces:

1. Short interview with Antal Consultant
2. HR Screening – phone call
3. Technical on-line interview
4. On-line meeting with Hiring Manager
5. Employment

What is Antal?  

Recruitment company!   

We are the leader in the recruitment of specialists and managers, as well as in HR consulting. The brand is present in 35 countries and has been operating in Poland since 1996. During this time we built many candidates' careers, thanks to our flexible and comprehensive approach to all recruitment processes. Our specialists, completely free of charge, will help you find and get the best job for you!   

What will you gain by applying for Antal job offer?  

Free career support!  

By applying for Antal offers, you will receive support from our Consultant, who will keep in touch with you via e-mail or phone, help you prepare for the interview, and take care of the quality of the recruitment process.