Credit Risk & ECL Expert - IFRS9 & Data

UniCredit Polska; Warszawa; Hybrid; PLN 180,000 - 280,000; Full time

Benefits offered by this job

Flexible work location

VIP private medical care (incl. dental

Individual Development Budget

Multisport card 50% co-fund

MacBook equipment

Healthy snacks in Warsaw office

Job summary

UniCredit Polska is seeking a Credit Risk & ECL Expert to shape risk analytics for one of Europe’s leading banks. You will drive IFRS9 provisioning, define ECL methodologies, and build IT tools for automated ECL processing. The role requires collaboration across teams to ensure accurate risk reporting and forecasting.

You will work in a flexible, innovation-driven environment with state-of-the-art data platforms, contributing to robust risk management and compliance for Poland and beyond.

Qualifications

• 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.

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 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 proficiency

Credit risk modelling

Data analysis (PD, LGD, CCF)

IFRS9 & EBA knowledge

Enterprise data architecture (dataware

Education

Advanced degree in Finance/Statistics/CS/Mathematics/Econometrics

Tools

Python

Google Cloud

Looker

Reporting Services

Git

Job description

UniCredit Polska is seeking a Credit Risk & ECL Expert to shape risk analytics for one of Europe’s leading banks. You will drive IFRS9 provisioning, define ECL methodologies, and build IT tools for automated ECL processing. The role requires collaboration across teams to ensure accurate risk reporting and forecasting.

You will work in a flexible, innovation-driven environment with state-of-the-art data platforms, contributing to robust risk management and compliance for Poland and beyond.