Senior Consultant - Ryzyko Kredytowe
Core
Senior Consultant specializing in building and validating credit risk models for banks and financial institutions.
Role type
Senior IC credit risk modeler
Builds
Credit risk models (scoring, PD/LGD/CCF parameters) compliant with regulatory requirements (IFRS 9, Basel IV) and supporting business initiatives
Domain
Financial services / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk modeling, Econometrics, Statistics, Machine Learning, SQL, R, Python, IFRS 9, Basel IV, KNF recommendations
Preferred skills
Big Data, Advanced MS Office (Excel, PowerPoint), English (fluent)
Responsibilities
Participate in credit risk management projects for banks in Poland and abroad, Create written reports and analyses, Analyze and model phenomena on large datasets using SQL, R, and Python, Support the FRM team in developing new products and services by preparing offers and presentations
