Credit Risk & ECL Expert — Flexible Banking Innovation

Aion Bank; Warszawa; Hybrid; PLN 210,000 - 330,000; Full time

Benefits offered by this job

Flexible contract form

Individual Development Budget

Flexible work location

VIP private medical care

Dental treatment

Hospitalisation package

Psychological consultations

Multisport card 50% contribution

Apple MacBook

Healthy snacks

Job summary

UniCredit in Poland is seeking a Credit Risk & ECL Expert to lead IFRS9 provisioning, ECL policy design, and data pipeline optimization. You will work with cross-functional teams to ensure accurate risk reporting and scalable automation, in a hybrid Warsaw office setup.

The role requires strong SQL, credit risk modelling, and IFRS9 knowledge, with English and Polish fluency. A development budget and flexible work location are offered.

Qualifications

• Proficiency in SQL.
• Proven experience in credit risk modelling and data analysis, specifically with PD, LGD, and CCF parameters.
• Advanced degree (B.S. or Master’s) in Finance, Statistics, Computer Science, Mathematics, or Econometrics.
• In-depth knowledge of IFRS9 standard and EBA regulatory requirements.
• Experience with enterprise data architecture, data warehousing, or central data integration pipelines is a strong plus.
• Excellent communication skills with full professional fluency in English and Polish.
• Nice to have: Knowledge of Python.
• Nice to have: Google Cloud understanding.
• Nice to have: Experience in visualisation tools like Looker, Reporting Services.
• Nice to have: Git.

Responsibilities

• Execute and oversee credit risk provisioning calculations (IFRS9 and local reporting standards).
• Define, implement, and refine policies governing ECL methodologies and frameworks.
• Develop and maintain IT systems and tools to support automated ECL processing.
• Design, establish, and optimize data flows feeding central (UniCredit group-level) reporting engines and calculation platforms.
• Partner with cross-functional teams to deliver timely, accurate, and compliant risk reporting and forecasting.
• Drive efficiency through the automation of data workflows and reporting processes.

Skills

SQL

Credit risk modelling

Data analysis

IFRS9 knowledge

Data architecture

English & Polish

Python

Google Cloud

Looker

Reporting Services

Git

Education

Bachelor's or Master’s in Finance/Statistics/CS/Mathematics/Econometrics

Tools

Looker

Reporting Services

Git

Google Cloud

Job description

UniCredit in Poland is seeking a Credit Risk & ECL Expert to lead IFRS9 provisioning, ECL policy design, and data pipeline optimization. You will work with cross-functional teams to ensure accurate risk reporting and scalable automation, in a hybrid Warsaw office setup.

The role requires strong SQL, credit risk modelling, and IFRS9 knowledge, with English and Polish fluency. A development budget and flexible work location are offered.