Credit Risk & ECL Expert
Hybrid
Core
Execute and oversee credit risk provisioning calculations (IFRS9) and define ECL methodologies for a universal bank.
Role type
Senior IC credit risk expert (ECL/IFRS9)
Builds
Automated ECL processing systems and central risk reporting engines
Domain
Banking / Credit Risk / Financial Regulation
Deliverable
production ML models
Required skills
SQL, IFRS9, ECL methodologies, PD/LGD/CCF modeling, data warehousing, enterprise data architecture (via careerplan.io/jobs/2792172-credit-risk-ecl-expert-at-unicredit-poland)
Preferred skills
Python, Google Cloud, visualization tools (Looker), Git
Responsibilities
Execute credit risk provisioning calculations, define ECL policies, develop IT systems for automated ECL processing, design data flows for reporting engines, partner on risk reporting, drive workflow automation
