Wholesale Credit Reserves Modelling Officer
Our Client is global company from banking and financial industry. The company was established 200 years ago and offers services in 160 countries, the first office in Poland was set up 20 years ago. Apart of business service the company values the environmental activities, development of education (organizing trainings, voluntary work, they also have their own foundation). The company was been awarded many times as ethical and market leader company.
Workplace: Warsaw (remote process and remote work during pandemic, after pandemic work in the office/hybrid work)
• Develops, enhances, and validates the methods of measuring and analyzing risk. Also, may develop, validate and strategize uses of credit reserve models, including IFRS9/CECL.
• Applies quantitative and qualitative data analysis methods including Python, R, and SAS programming, Structured Query Language (SQL) to extract, transform and analyze data and Microsoft Excel (including Visual Basic programming language).
• Prepares statistical and non-statistical data exploration, validate data, identify data quality issues.
• Analyzes and interprets data reports, make recommendations addressing business needs.
• Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results.
• Validates assumptions; escalate identified risks and sensitive areas in methodology and process.
• Masters and above degree in a quantitative discipline such as mathematics, financial engineering, physics, statistics, computer science
• Experience in credit risk modelling/wholesale credit risk management/quantitative or financial modelling work
• Proficient in Microsoft Office • Knowledge of Python/R/SAS
• Knowledge of English at B2/C1
• Self-motivated and detail oriented
• Professional trainings;
• Group Insurance
• Private, medical coverage;
• Benefits system (Multisport, Cinema/Theatres/Restaurant/ vouchers);
• Pension program
• Working in multilingual corporate environment
Applications for referral program are accepted by 5.10.2021