Credit Risk Modelling Specialist
- Recruiter
- Michalski Recruitment
- Location
- Warsaw
- Salary
- It depends on qualification and experience
- Posted
- 13 Apr 2021
- Closes
- 13 May 2021
- Contract type
- Permanent
- Hours
- Full time
- Experience level
- Manager
- Knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks, etc.
- Knowledge of AIRB/IFRS9 regulations
- Familiarity with version control systems (e.g. GI
About you:
- An academic degree in finance, (financial) mathematics, econometrics, statistics or a similar quantitative field
- Sound knowledge of statistical inference and econometric methods
- Familiarity with new definition of default
- At least 3 years of experience with:
- development/monitoring/validation of IRB/IFRS9 models
- with programming (e.g. Python, SAS)
- databases, data modelling, data preparation and data quality control
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