Banking Regulations and Risk Modeling Specialist

4 days left

Location
Warsaw (PL)
Salary
It depends on qualification and experience
Posted
13 Apr 2021
Closes
13 May 2021
Job role
Compliance/risk
Contract type
Contract
Hours
Full time
Experience level
Manager

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.

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