Specialist, Credit Risk Modelling

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