Manager of the Risk Models Team in Bank BPS S.A.

Main Tasks

• coordinating the work of the Scoring and Rating Models Department
• conducting substantive supervision over IT systems used to estimate expected exposure losses credit, including supervision over the quality of the Individual Assessment carried out by other units of the Bank
• monitoring IT solutions and systems used to determine scoring for retail clients and ratings of institutional clients
• conducting projects for the development of risk and credibility models credit: application and behavioral and improving their quality
• developing principles and conceptual changes in the functioning of credit risk models
• supervising assessments and analyzes prepared in the Department in terms of their compliance with the adopted standards and actual state
• supervising reporting and ensuring timely implementation of the recommendations of the Polish Financial Supervision Authority and SSOZ

Our Expectations

• higher education (preferred fields: mathematics, quantitative economics, econometrics, statistics, computer science)
• 3 years of experience in managing project teams in the construction or validation of scoring and rating models
• 5 years of experience in conducting data processing projects for reporting purposes
• good knowledge of SQL (Oracle)
• understanding of data processing issues (SQL, ETL, HD)< /li>
• knowledge of spreadsheets (e.g. MS Excel)
• ability to use software for statistical calculations (e.g. Statistica, R, SPSS, SAS)
• knowledge of the structure and functioning of PD, LGD, ECL, CCF models according to IFRS9< /li>
• advanced knowledge of credit risk in terms of the functioning of models
• knowledge of Stress Tests of the Bank's credit portfolio (external factors affecting the amount of write-offs)
• knowledge of regulations – Banking Law and KNF Recommendations (including C, J, R, S, T, W)

We offer < /p>

• 100% remote work option
• private medical care
• group insurance
• company social benefits fund
< li> subsidy for recreation
• subsidy for training activities
• possibility of using sports packages
• access to the e-learning platform of foreign languages: English, Spanish, German
• Employee Pension Scheme