Must have

• AIRB

• IFRS 9

• risk management

• Python

• SAS

• MS Excel

• VBA

• SQL

• Communication skills

• English (C1)

Requirements description

• Minimum 5 years of credit risk analysis experience, with a proven track record in leadership roles.
• Extensive exposure to credit model methodologies, data requirements for AIRB, IFRS 9, or stress testing modeling, with a deep understanding of their implications on risk management.
• Demonstrated ability to take ownership of complex data-related issues, providing innovative solutions and driving improvements.
• Strong database and credit risk systems experience, including proficiency in coding with Python, SAS, MS Excel/VBA, and SQL. In-depth understanding and interpretation of regulatory rules, model governance and controls.
• Relevant working experience in a bank, rating agency, consultancy or advisory firm.
• Exceptional attention to detail and accuracy, with a commitment to delivering high-quality results.
• Proven ability to manage complex projects under tight deadlines, demonstrating strong communication skills.

Offer description

Location: Warszawa

Office attendance: 1 day per month in the office

Recruitment process: online

About your future employer:

Our Client is a leading global financial institution committed to delivering exceptional banking services worldwide. We are looking for a Credit Risk Modeling Lead to join our Client's growing Credit Risk Modeling team.

Credit Risk Modeling Lead

We offer:

• Opportunity for professional development in an international environment and for increasing your abilities and skills in various areas
• Great atmosphere and comfortable working conditions.
• Stable job and cooperation with friendly and high qualified team
• Hybrid model of work, flexible working hours
• Office located near city centre
• Modern working environment (agile spaces, private quiet rooms and breakout areas)
• Competitive salary
• Performance-related bonuses
• Private medical cover for you and your family
• Multikafeteria system
• Life insurance
• Unlimited access to learning platform
• Annual parties  and other social events

What is Antal?

Recruitment company!

We are the leader in the recruitment of specialists and managers, as well as in HR consulting. The brand is present in 35 countries and has been operating in Poland since 1996. During this time we built many candidates' careers, thanks to our flexible and comprehensive approach to all recruitment processes.  Our specialists, completely free of charge, will help you find and get the best job for you!

What will you gain by applying for Antal job offer?

Free career support!

By applying for Antal offers, you will receive support from our Consultant, who will keep in touch with you via e-mail or phone, help you prepare for the interview, and take care of the quality of the recruitment process.

Your responsibilities

1. Leading the development and enhancement of PD, EAD, LGD, scoring models, and RWA/ECL calculation frameworks, ensuring robust data sourcing, model development, implementation, and execution support.
2. Designing and executing comprehensive impact analyses for the calculation of Risk Weighted Assets (RWA), Expected Loss (EL), and other critical risk measures, providing strategic insights to senior management.
3. Overseeing the development and testing of complex programs, dashboards, and tools in alignment with business specifications, driving innovation and efficiency.
4. Collaborating closely with the internal Independent Model Review team throughout the model development, monitoring, and review processes to ensure compliance and best practices.
5. Leading the execution of periodic IFRS9/ST regulatory exercises, managing internal processes, and conducting thorough analyses of results produced by IFRS9/ST engines to inform decision-making.