Credit Risk Modeling Specialist – IFRS9 & Validation

Best Foam Fabricators, Inc.; Łódź; On-site; PLN 120,000 - 180,000; Full time

Job summary

BFF Bank is hiring a Risk Modelling Professional for our Polish branch to build IFRS9 and credit risk models across group subsidiaries in different countries.

You will conduct analyses and simulations for model maintenance, monitor performance with backtesting, collaborate with model users and the validation unit, and prepare comprehensive model documentation to support governance and regulatory compliance.

Qualifications

• At least 1 year of experience with development, monitoring or validation of credit risk models.

Responsibilities

• Construct, maintain and develop IFRS9 and credit risk models for the BFF group subsidiaries in different countries.
• Conduct analyses and simulations related to model maintenance and development.
• Monitor the performance of models via backtesting and benchmarking.
• Collaborate with model users and the validation unit on further model development.
• Preparation of model documentation and verification of model implementation within bank systems.

Skills

SAS

Python

SQL

Econometrics

Decision Trees

Survival Analysis

Tools

Data Analysis

Job description

BFF Bank is hiring a Risk Modelling Professional for our Polish branch to build IFRS9 and credit risk models across group subsidiaries in different countries.

You will conduct analyses and simulations for model maintenance, monitor performance with backtesting, collaborate with model users and the validation unit, and prepare comprehensive model documentation to support governance and regulatory compliance.