Senior Credit Risk Model Developer

Senior Credit Risk Model Developer

We are convinced that only together with our employees we can unlock our potential.

We are focused on creating solutions that are tailored to the individual needs of clients in order to achieve the desired results.

Become part of our team and unlock your potential in a place where we become close to our clients, understanding everyday life and the challenges faced by individuals, families and companies.

 What you'll be doing 

• Conscientiously and responsibly plans and implements the development of credit risk parameters from the field of IFRS9 and Managerial models
• When implementing new credit risk parameters simulates the impact on key credit risk metrics (e.g. ECL stock and flow, EL stock and new business, RWA, etc.)
• Provides full support to the validation function as part of the initial and/or ongoing validation of the developed credit risk parameters in accordance with the annual activity plan
• Defines the business specification and participates in the development of the functional/technical specification in the context of the initial development and/or addition of software solutions used in banks rating systems or IT tools
• Tests developed software solutions that implement new credit risks parameters in the bank's rating systems or IT tools (the so-called User Acceptance Test process)
• Takes care of maintenance, understanding, monitoring and changes of all group related methodological standards for the development of credit risk model parameters from the field of IFRS 9 and Managerial models
• Reference: ho6Dg64ScAEwdl01torBk6Ww2-gwig9GC2MdbN7dMKBi8srOwD6EAfN7qPXsex6p

 What you'll need to succeed 

 What you'll get in return 

We are focused on finding the best solutions because the essence is more important to us than the form and open communication has an advantage over the hierarchy. The most beautiful gifts cannot be packed and that is why we want our employees to spend their birthday with their family outside the office, as well as to be with their student champions for a happy start of the new chapter. We encourage balance, diversity and a healthy lifestyle. It is important for us to take care of our people, so all our employees are provided with a health care package, as well as free annual systematic examinations.