Credit Risk Modelling Expert (Wholesale segment)

Credit Risk Modelling Expert (Wholesale segment)

Miejsce pracy : Kraków

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We are currently looking for an experienced specialist in credit risk modelling to join a global banking environment and work on model development projects for large corporate clients (wholesale segment).

The role is focused on building and enhancing PD, LGD and EAD models, in line with regulatory frameworks such as A-IRB and IFRS 9.

This is a classic model development position – not validation – involving full model lifecycle, data preparation, coding, testing and documentation.

Twój zakres obowiązków

• Developing and calibrating credit risk models (PD, LGD, EAD) for wholesale portfolios,
• Supporting model deployment, testing, and monitoring,
• Working with large datasets – data cleaning, transformation, preparation for modelling,
• Programming and scripting in Python (essential); SAS / R / SQL are a plus,
• Ensuring compliance with regulatory standards (IFRS 9, A-IRB, Basel),
• Preparing model documentation and cooperating with internal validation and governance teams.

Wymagania pracodawcy

Pracodawca oferuje

Benefity