Credit Risk Model Developer

Solid Company; Polska; Hybrid; PLN 90,000 - 130,000; Full time

Job summary

Solid Company w Warszawie poszukuje doświadczonego specjalisty ds. modelowania ryzyka kredytowego. Do Twoich zadań należeć będzie projektowanie i testowanie modeli oraz monitorowanie AIRB i IFRS9, a także współpraca z zespołami walidacji i audytu.

Szanujemy silne umiejętności analityczne, dokumentację oraz pracę w zespołach zwinnych. Oczekujemy minimum 3 lat doświadczenia i wiedzy z Basel AIRB/IFRS9; preferowane FRM/PRM/CFA. Praca hybrydowa, dostęp do biura w Warszawie.

Qualifications

• At least 3 years of experience in quantitative risk modelling.
• Academic or professional background in statistics, econometrics, data science or financial engineering.
• Familiarity with Basel AIRB and IFRS9 or willingness to learn.
• Comfort with SAS, Python or R and experience or interest in large datasets.
• Clear communication and collaboration in cross-functional agile teams.

Responsibilities

• Contribute to credit risk model design, coding and testing, regulatory submissions and internal reviews.
• Lead AIRB and IFRS9 model monitoring and parameter development, depending on seniority.
• Coordinate with validation and audit teams and ensure regulatory compliance.
• Lead model development, mentor junior staff and represent the team in regulatory discussions at expert level.
• Lead complex projects and engage senior stakeholders across risk, finance and compliance.

Skills

Quantitative risk modelling

Statistics / econometrics

Data analysis

Cross-functional collaboration

Education

Statistics / econometrics background

Tools

SAS

Python

R

Job description

• Contribute to credit risk model design, coding and testing, regulatory submissions and internal reviews.
• Lead AIRB and IFRS9 model monitoring and parameter development, depending on seniority.
• Coordinate with validation and audit teams and ensure compliance with regulatory standards.
• Lead model development, mentor junior staff and represent the team in regulatory discussions at expert level.
• Lead complex projects and engage senior stakeholders across risk, finance and compliance at senior expert level.
• Work in a hybrid model with access to the Warsaw office.

Kogo poszukujemy?

Key requirements:

• At least 3 years of experience in quantitative risk modelling.
• Academic or professional experience in statistics, econometrics, data science or financial engineering.
• Familiarity with Basel AIRB and IFRS9 or willingness to learn.
• Comfort with SAS, Python or R and experience or interest in large datasets.
• Clear communication, thorough documentation and collaboration in cross-functional agile teams.

Nice to have:

• Hands-on development, monitoring or validation of AIRB or IFRS9 models.
• Knowledge of banking portfolios and the credit risk model lifecycle.
• Familiarity with ECB, EBA or local regulatory expectations.
• Ability to explain complex concepts to non-technical stakeholders.
• FRM, PRM or CFA certification.