Senior SAS Developer

Overview

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We are seeking a highly skilled SAS Viya Developer to join our team in Warsaw, working remotely within the banking sector. In this role, you will be responsible for implementing credit risk models, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and feeders for IFRS9 Loan Loss Provision models. These models are integral to measuring and managing credit risk, as well as supporting IFRS 9 provisioning and Economic and Regulatory Capital calculations in accordance with Basel III / IV standards.

Responsibilities

• Provide expert advice on credit risk reference data and manage process change requests with a strong focus on data quality.
• Actively participate in meetings with model developers, senior management, and internal and external auditors.
• Act as a liaison between stakeholders and the team to ensure seamless collaboration across the value chain.
• Independently manage tasks, gather input from stakeholders, and share knowledge and best practices within the team.

Qualifications

Nice to have

Our offer

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