Wholesale Credit Reserves & Loss Modelling

Citigroup · Warszawa

ID oferty: 2883507

Źródło: adzuna

241 200–411 600

Kategoria: IT

Opis: Czym będziesz się zajmować? Research, development and testing of wholesale expected credit loss models in line with the IFRS9 standard and country-specific regulatory requirements Development of credit loss models used for regulatory stress testing (ICAAP, EBA) as well as internal stress testing Implementation of loss models and analytical functions in the internal Python library Preparation of detailed quantitative modeling and analysis for risk managers and senior management Active participat…

Utworzono: 13.10.2026 07:34