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Credit Risk Model Developer - Expert
Grafton Sp. Z o.o.Warszawa, Mazowieckie, PL18 days ago
Job description3-5 years of relevant experience in finance / banking / economy MSc or PhD required Strong mathematical background in statistics and quantitative finance Experience in risk management roles related to model development or validation Proficient in Python C++ will be additional asset Exposure to industry-leading methodologies in risk monitoring and measurement Competitive salary and benefits, including private medical care, life insurance, pension plan, and more Hybrid working model (up to 2 days at home per week) Access to learning resources and opportunities for professional development
ZAKRES OBOWIĄZKÓW :
Main duties will include :
- Maintain and improve existing risk capital models and provide expertise as a Subject Matter Expert
- Lead the development and implementation of economic risk capital models
- Monitor production processes, identify risk drivers, and develop analytics for loss explanations
- Interact with stakeholders, including model sponsors and validators
WYMAGANIA : Requirements :
OFERUJEMY : Benefits :
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Credit Risk Model Developer Expert • Warszawa, Mazowieckie, PL