Banking Regulations and Risk Modeling Specialist

4 days left

Warsaw (PL)
It depends on qualification and experience
13 Apr 2021
13 May 2021
Job role
Contract type
Full time
Experience level

Our client seeking Specialist and Expert in Model Risk.

• Construction of predictive models PD, LGD, EAD, ECL

• Participation in projects related to regulatory solutions (IRB2021, NPL, IFRS9, ICAAP, ILAAP, stress testing).

• Development, monitoring, testing and benchmarking of risk models

• Coordination of ongoing reviews and supervision of regulations relating to the banking sector, including preparation of maps of regulatory implementation as part of the internal policies, procedures and control framework of banks. Requirements:


Knowledge of regulations in the area of ​​credit risk modeling: IFRS9 and AIRB.

Competences in data modeling, construction of predictive models PD, LGD, EAD, ECL.

Knowledge and experience regarding financial risk models, as well as guidelines and regulations concerning models. Knowledge of the English language at an advanced level.

Experience in the field of statistical applications and advanced knowledge of MS Excel; SAS 4 GL, R language, Python - welcome.

Communication skills allowing for clear and precise articulation of issues. Strong analytical skills, attention to detail and the ability to understand complex processes combined with meticulous attention to detail and matching solutions to requirements.

Apply for Banking Regulations and Risk Modeling Specialist

Sorry, we are unable to take any personal information from users based in Russia due to local data processing laws. However, please continue to search and apply for other jobs.

Already uploaded your CV? Sign in to apply instantly


Upload from your computer

Or import from cloud storage

Your CV must be a .doc, .pdf, .docx, .rtf, and no bigger than 1MB

4000 characters left

Marketing Communication

We'd love to send you information about Jobs and Services from ACCA Careers by email.

All emails will contain a link in the footer to enable you to unsubscribe at any time

To find out what personal data we collect and how we use it, please visit our Privacy Policy

When you apply for a job we will send your application to the named recruiter, who may contact you. By applying for a job listed on ACCA Careers you agree to our Terms and Conditions. 

You should never be required to pay any money to an employer, or to provide bank account details. If you are, please email us.

Similar jobs

Similar jobs