01 Zakres zadań
Responsibilities:
- Develop quantitative credit-risk models for lending products, portfolio management, investment strategies and risk management.
- Develop, implement and maintain PD, LGD, EAD, PiT, IFRS9 ECL and stress-testing models.
- Monitor models, perform periodic reviews and support queries from Second Line of Defence, Audit and regulators.
- Deploy model changes and execute models for stress testing.
- Develop model standards, policies, methodologies, processes and governance.
- Automate manual processes and interpret regulatory requirements for model risk.
- Work with Compliance, Legal, Risk, Chief Control Office, senior management and Group Procurement.
- Ensure effective implementation of Basel III reforms across WPS portfolios.
Offer:
- Monthly gross salary of 15,858–19,825 PLN and discretionary variable pay.
- Private medical care, life insurance, Multisport card, home-office setup reimbursement and cafeteria platform.
- Financial support for training and education, flexible working hours and free parking.
- Recruitment process: online behavioural test, telephone screen and interview with the hiring manager.
