Grafton
Job title:
Credit Risk Model Developer Expert
Company:
Grafton
Job description
Treść ofertyOur client, Global Bank, is currently seeking a new team member to join their team of experienced Quantitative Risk Model Developers. The successful candidate will specialise in developing and maintaining economic risk capital models for various portfolios, mainly credit risk.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
Requirements:
- 3-5 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
Benefits:
- 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
Expected salary
Location
Warszawa, mazowieckie
Job date
Tue, 20 May 2025 06:53:17 GMT
To help us track our recruitment effort, please indicate in your email/cover letter where (vacanciesin.eu) you saw this job posting.