Senior IRB model validator

SKM Group
Krakow
Workplace: HybridContractEUR 4,300 - 10,000 monthlyFunction: Solutions Engineering & Sales EngineeringExperience: 3+ yearsEducation: bachelorsSkills: ["Communication","Problem-solving","Presentation","Leadership"]

Senior IRB model validator responsible for validating PD, LGD and EAD models, IFRS 9 assessments, and ensuring compliance with CRR and EBA/ECB guidelines. You will lead end-to-end validation tasks in a remote-friendly team, translating complex results into executive reports and driving improvements in validation processes using Python, PySpark and Databricks.

Loading

Loading job details...

Preparing the role view and application actions.

FursaFursa
SKM Group
SKM Group
2 months ago

Senior IRB model validator

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI
Last checked: 4 hours agoStatus: Live

Job Summary

Senior IRB model validator responsible for validating PD, LGD and EAD models, IFRS 9 assessments, and ensuring compliance with CRR and EBA/ECB guidelines. You will lead end-to-end validation tasks in a remote-friendly team, translating complex results into executive reports and driving improvements in validation processes using Python, PySpark and Databricks.
Location: Krakow
Workplace: Hybrid
Employment Type: Contract
Job Function: Solutions Engineering & Sales Engineering

Key Responsibilities

  • •Perform comprehensive statistical and data quality tests on credit risk models using PySpark and Databricks.
  • •Assess model compliance against strict CRR and EBA/ECB regulatory requirements.
  • •Execute complex data queries and analysis within Data Warehousing environments to validate model inputs.
  • •Lead the translation of quantitative findings into clear, executive-level technical presentations and reports.
  • •Proactively identify modelling bottlenecks and propose independent solutions to enhance model performance.

Pay and Benefits

Salary: EUR 4,300 - 10,000 monthly
Perks:Remote WorkLearning BudgetPrivate Medical

Key Requirements

  • •Minimum of 3 years of professional experience in credit risk modelling or validation.
  • •Proven expertise in IRB (PD, LGD, EAD) or IFRS 9 frameworks.
  • •Advanced proficiency in Python, SQL, and PySpark for large-scale data analysis.
  • •Strong academic background in a quantitative field such as Statistics, Mathematics, Physics, or Engineering.
  • •Demonstrated ability to communicate complex statistical results to both technical and non-technical audiences.
Experience:3+ yearsBankingInsuranceCredit riskData analytics
Education:Bachelor's
Skills:CommunicationProblem-solvingPresentationLeadership
Languages:English
Tech Stack:PythonPySparkSQLDatabricksRSASData Warehousing

Company Brief

SKM Group
SKM Group delivers integrated construction, engineering, and project management services, specializing in MEP, civil works, and interior fit-outs for commercial, residential, and industrial developments across regional markets.
Industry: Construction
Website