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 losses of credit exposures, 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 of retail clients and ratings of institutional clients, conducting projects for the development of risk and creditworthiness models: 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 the actual state, supervising reporting and ensuring timely implementation recommendations of the Polish Financial Supervision Authority and SSOZ Our Expectations higher education (preferred fields: mathematics, quantitative economics, econometrics, statistics, IT) 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 the needs of reporting and reporting good knowledge of SQL (Oracle) understanding of data processing issues (SQL, ETL, HD) knowledge of spreadsheets (including 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 IFRS 9 advanced knowledge of credit risk in terms of the functioning of models knowledge of Stress- Tests of the Bank's loan 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 the possibility of remote work 100% private medical care group insurance company social benefits fund, co-financing for recreation, co-financing of training activities, possibility of using sports packages, access to the e-learning platform, foreign languages: English, Spanish, German, Employee Pension Program