Responsibilities
- Design and sustain IRB and IFRS9 loss given default and conversion factor models across various portfolios
- Lead methodological standards for quantitative credit risk modeling across the organization
- Build forward-looking frameworks for unified modeling approaches across teams
- Ensure models meet regulatory and accounting standards including Basel, IFRS9, and EBA guidelines
- Develop analytical prototypes for impact and scenario assessments using R, Python, and SQL
- Process, analyze, and interpret large datasets, including data aggregation and statistical evaluation
- Produce technical documentation, model specifications, and presentation materials
- Engage in communication with internal teams, auditors, regulators, and external agencies
Benefits
- Personal development opportunities
- Life insurance coverage
- Flexible working schedule options
- Team integration activities
Work Arrangement
Hybrid
Work Arrangement
Hybrid work model based at Wersalska 6 street, Łódź
Other
- Candidates must include a consent clause for personal data processing in their application
- Candidates must confirm they have read the information clause regarding data processing rights
