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Job

Credit Risk Modeller

  • Location

    Warsaw

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Salary:

    Very Competetive

  • Contact:

    Luke Nash

  • Contact email:

    l.nash@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Job ref:

    LN9475

  • Published:

    20 days ago

  • Expiry date:

    2020-11-05

  • Startdate:

    ASAP

Credit Risk Modeller

 

Hamlyn Williams is partnered with a fantastic international bank who are expanding their Warsaw Quantitative office. As part of an international team of more than 80 quantitative professionals. As an expert in Credit Risk models, you will be given a great opportunity to expand your experience in all areas of Credit Risk Modelling using state of the art tools and data processing techniques.

 

As a Credit Risk Modeller you will need:

  • MSc or PhD in Econometrics, quantitative methods, statistics, physics, or similar
  • Knowledge of statistical models
  • Experience with statistical programming; Python, SAS
  • At least 5 years’ experience in:
    • Credit Risk Model Development/Validation
    • Regulatory, Basel/IRB and/or Non-regulatory
    • Loan loss provisioning models
  • Knowledge of IFRS9 standards

 

If you are interested please contact me directly at l.nash@hamlynwilliams.com

I am a Quantitative Analytics & Risk market specialist working with a large variety of clients across Financial Services. If this role is of interest to you, or if you’d like to explore other opportunities in the market, please feel free to reach out directly. Contact Luke Nash at +442039657291 or at l.nash@hamlynwilliams.com.