Expert in Quantitative Methods - Internal Ratings Based (IRB) Credit Models [rekrutacja online]

• MSc degree or PhD in e.g. mathematics, physics, econometrics
• Experience with development of (credit) (risk) models
• Excellent knowledge of statistics and/or mathematics
• Excellent knowledge of programming, preferably in SAS, SQL, Python, R

• Vast Experience with risk modelling
• Knowledge of banking and financial industry, financial and lending products, and processes
• Experience in being a sparring partner/advisor to senior management

• You have strong analytical and problem-solving execution skills
• You are an independent, creative and pro-active mind-set
• You have organizational skills to work in a structured way and maintain focus on the broader picture
• You have a focus on delivering pragmatic and feasible solutions
• Fluent English language skills
• You are keen on delivering new approaches by a research-oriented attitude
• You have skills to effectively communicate with stakeholders (with non-technical background)

The Quantitative Methods Team is a dynamic team of highly qualified professionals within Financial Risk Model Development. The core task of the team is the development and maintenance of methodologies for the models in the scope of the department. These methodologies cover model development, model monitoring and model data gathering and consumption, and form the technical base for the work done in the department. The position offers excellent opportunities to take your model development skills to the next level.