LOCATION Krakow KEY RESPONSIBILITIES · Leading the development and enhancement of PD, EAD, LGD, scoring models, and RWA/ECL calculation frameworks, ensuring robust data sourcing, model development, implementation, and execution support....
LOCATION Krakow KEY RESPONSIBILITIES Develop understanding of current and target Financial Engineering Infrastructure Communicate across teams impacted by Financial Engineering changes Support modelling teams and developers in delive...
LOCATION Krakow KEY RESPONSIBILITIES · Work with PD, EAD, LGD, scoring models and RWA/ECL calculation frameworks which involves data sourcing, model development, model implementation and support execution. · Design impact analyses for...
LOCATION Krakow KEY RESPONSIBILITIES Develop and redesign market risk models Understand and align with regulatory and business requirements Manage all steps of the Model Life Cycle Build models using advanced programming skills in P...
LOCATION Krakow KEY RESPONSIBILITIES Drive the development of an integrated risk modelling platform Provide a reference point for exploring advanced risk measurement methods Foster innovation in risk measurement through prototype dev...
LOCATION Poland KEY RESPONSIBILITIES Collate, test, and assess independently sourced data Understand source systems data, models, and data standards Develop ETL pipelines to make data assets available Contribute to designing roadmap...
LOCATION Krakow KEY RESPONSIBILITIES Conduct thorough model reviews to assess conceptual soundness and performance Evaluate data integrity, implementation, and adherence to regulatory requirements Constructively challenge model owner...
LOCATION Krakow KEY RESPONSIBILITIES Validate models, assessing inputs, calculations, and outputs Evaluate conceptual soundness and suitability for intended purpose Provide detailed validation reports highlighting identified issues ...