01 Zakres zadań
- Research, development and testing of wholesale expected credit loss models in line with the IFRS9 standard and country-specific regulatory requirements
- Development of credit loss models used for regulatory stress testing (ICAAP, EBA) as well as internal stress testing
- Implementation of loss models and analytical functions in the internal Python library
- Preparation of detailed quantitative modeling and analysis for risk managers and senior management
- Active participation in the analysis and interpretation of results, incorporating feedback into models and metrics
- Support for business, finance, risk managers, foundational credit risk, model validation, internal audit and banking supervisors in loss model related discussions
- Synthesis and communication of complex risk models and results
- Conducting statistical analysis, quantitative modeling and model risk controls
- Hybrid working model with up to 2 days of work from home per week
