Professional, Credit Risk Models

Job title:

BFF Polska

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.