Risk Modelling Analyst

Branch Region City Agreement type Publish date
Doradztwo / Konsulting IT Mazowieckie Warszawa Kontrakt B2B 2020-09-02

About the employer

ITFS is a dynamically developing consulting company operating on the IT market. Our reach covers both the Polish and European markets. We execute internal projects and projects commissioned by our clients.

Localization: Warsaw
Remote job: possible (currently 100% remote)
Form of employment: B2B
Salary: 18 000 - 22 000 PLN net / month (open to negotiations)
Start date: preferred availability up to 1 month

Responsibilities

  • building PD, LGD and DR models under IFRS 9 with usage of SAS, MS SQL, ORACLE and R
  • building macroeconomic models for LGD and CCF modelling purposes with usage of R and SAS
  • conducting market research regarding ML methods and types of data used in credit risk modelling worldwide - presented survey results as Tableau dashboards
  • preparing ad hoc analyses and PowerPoint presentations based on market research
  • preparing reports and memos summarizing work results in English and Polish

Expectations

  • more than 4 years experience in creating credit risk models using SAS (PD, LGD, EAD, IFRS9)
  • knowledge of International Financial Reporting Standard No. 9 (IFRS 9)
  • advanced knowledge of the English language

Offer

The recruitment process:
1. Interview with the ITFS recruiter
2. First conversation with the client
3. Second conversation with the client
4. Customer’s decision

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