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AVP Credit Risk Modelling Role – Krakow – Perm

  • Location:

    Powiat krakowski

  • Sector:

  • Job type:

    Permanent

  • Job ref:

    HN1303202

We’re working with a European Investment Bank who are growing their Credit Risk Methodology team, who are responsible for the development and maintenance of all firm-wide credit risk models.

Responsibilities:

  • Develop and maintain all IRB models

  • Support key stakeholders

  • Collaborate to regulatory projects, for example CCAR/IFRS9 

Requirements:

  • PhD or MSc in a quantitative discipline 

  • Hands-on experience in risk and capital modelling, especially Credit Risk models 

  • Strong SAS Programming skills

Please submit your CV for further details.