CPL Jobs Sp. z o.o. to część międzynarodowej grupy CPL Resources, notowanej na irlandzkiej i angielskiej giełdzie papierów wartościowych. Działalność rozpoczęliśmy w 1989 roku, w Irlandii. Od 2006 roku działamy na rynku ogólnopolskim. Ponad 20 lat doświadczenia w rekrutacji sprawiło, że CPL Jobs może zaoferować swoim Klientom i Kandydatom wsparcie na każdym etapie procesu rekrutacyjnego. W naszych kontaktach z kandydatami stawiamy na długofalowe relacje. Zapewniamy stały dostęp do informacji o najciekawszych projektach na rynku, doradzamy też w kwestii rozwoju kariery i wyboru optymalnego typu zatrudnienia. Pozwól nam poznać i zrozumieć swoje potrzeby, a pomożemy Ci osiągnąć Twoje cele.
Credit Risk Model Validation Specialist/Expert (m/f)
Miejsce pracy: Wrocław
Main responsibilities:
- Completely understand the client's credit portfolio or the businesses covered under IFRS 9 regulations, including its inherent risks, risk factors, business strategies and specific products and their risk management implications.
- Initial Validation of new Credit Risk Models across businesses such as Retail Credit, Wholesale Loans, Corporate Credit, Mortgages, Securitized Products, etc.
- Re-validation, recertification of existing Credit Risk models, with an in depth analysis of model changes w.r.t. model accuracy, suitability, adequacy, regulatory compliance or as per the new Definition of Default (DoD).
- The coverage includes rating/scoring models, credit decisioning models, PD/LGD/EAD models, EL/UL models or Scenario Design models, Stress testing, risk factor shock propagation models, etc.
- Documentation of the validation process, test results, findings and recommendations as per the regulatory requirements and internal policies and procedures
- Interact with senior level model developers/strats, business side model users, senior risk managers and MRM personnel, as well as IT/Implementation specialists and internal/external data providers.
- Ensure adherence to quality standards set forth by the client financial institution to achieve regulatory compliance of both quantitative and qualitative models used in Credit Risk management, risk assessment, Capital computation, loss forecasting, reporting and credit decisioning or in IFRS 9 based implementation, risk assessment, provisioning, reporting and credit decisioning.
We require:
- Understanding of statistical techniques for data analysis, regression analysis, time series analysis, classification techniques, outlier detection, etc.
- Master’s degree in quantitative finance/risk management/banking and finance/MBA/Statistics
- 3 or more years of experience in model development or model validation area
- Expertise in PD/LGD/EAD/Credit VaR/RWA estimation as per Basel/EBA regulations and Scenario Design model development or validation, or credit risk stress testing models or expertise in Credit Provisioning estimation and regulatory reporting as per IFRS9 regulations and EBA guidelines for Retail/Corporate/Wholesale Credit portfolios.
- Understanding of credit risk factors and their relationship with business drivers, economic and regulatory driver variable
- Knowledge of MS Office and SAS
We offer:
- A rich package of additional benefits (multisport card, including private medical care , additional life insurance);
- Stable employment with attractive salary;
- The possibility of development in the international structure of the company;
- Professional trainings.