Professional, Credit Risk Models

Job title:

Professional, Credit Risk Models

Company:

BFF Polska

Job description

Professional, Credit Risk ModelsYour responsibilities

• Construction, maintenance and development of IFRS9 and application credit risk models for the BFF group subsidiaries in different countries;
• Conducting analyses and simulations related to model maintenance and development;
• Monitoring the performance of models i.a. backtesting, benchmarking;
• Collaborate with model users and the validation unit on further model development;
• Contributing to project planning;
• Verification of model implementation within bank’s systems and processes;
• Preparation of model documentation.

Our requirements

• An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics, finance, data-mining or a similar quantitative field;
• Extensive knowledge of credit risk measures (PD, LGD, CCF, EAD);
• At least 1 year of experience with: development or monitoring or validation of credit risk models, databases, data modelling, data preparation and data quality control;
• Practical knowledge of the use of statistical tools (e.g. SAS, Python, SQL), processing and analysis of quantitative and qualitative data;
• English language skills at a level that allows free communication and understanding of regulations and industry materials.
• Sound knowledge of statistical inference and econometric methods such as: decision trees, survival analysis etc.;
• Experience in discussion with Senior Management;
• Experience in factoring products analysis.

What we offer

• Full-time employment contract;
• Attractive employment conditions (including private medical care, group insurance, subsidy for Medicover Sport card, meal subsidies);
• Inspiring work in an international company in the center of Łódź;
• Good working atmosphere;
• Full support from team members and HR throughout the onboarding period.

Expected salary

Location

Łódź, łódzkie

Job date

Sat, 07 Jun 2025 22:19:08 GMT

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