Professional,Risk Management

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 Banking Group is the largest independent specialty finance in Italy and a leading player in Europe, specialized in the management and non-recourse factoring of trade receivables due from the Public Administrations, securities services, banking and corporate payments.

For our Polish Branch, we are looking for a Risk Modelling Professional.

Role Description

• Construction, maintenance and development of IFRS9 and application credit risk models for the BFF group subsidiaries in different countries;
• Conducting analyses and simulations related to model maintenance and development;
• Monitoring the performance of models i.a. backtesting, benchmarking;
• Collaborate with model users and the validation unit on further model development;
• Contributing to project planning
• Verification of model implementation within bank’s systems and processes
• Preparation of model documentation

Degree description

• At least 1 year of experience with: development or monitoring or validation of credit risk models, databases, data modelling, data preparation and data quality control,

Polish fluent

English Language Level

• English language skills at a level that allows free communication and understanding of regulations and industry materials

Skills

• Practical knowledge of the use of statistical tools (e.g. SAS, Python, SQL), processing and analysis of quantitative and qualitative data
• Sound knowledge of statistical inference and econometric methods such as: decision trees, survival analysis etc.

At BFF Bank, we ensure that every individual has access to the same opportunities and equal treatment. Each person is evaluated based on their value, skills, and merits, regardless of their ethnicity, age, gender, disability, or other characteristics (such as parental status) that could be a potential discrimination factor. This allows the Bank, at a Group level, to attract and nurture the best talents, hiring them based on objective, non-discriminatory, and meritocratic criteria.

The processing of personal data is performed by BFF Bank S.p.A., as Data Controller, for the management of your job application through authorized individuals for the processing. For more information on the processing of your personal data, you can read the privacy notice pursuant to Article 13 of Regulation (EU) 2016/679, available at the following https://it.bff.com/it/Informativa-Trattamenti.