Junior IRB model validator

SKM Group
Krakow
Workplace: RemoteFull time4,300 - 10,000 monthlyFunction: Software EngineeringExperience: 1+ yearsEducation: bachelorsSkills: ["Detail-oriented","Ownership","Communication","Team collaboration"]

Join our consulting team as a Junior IRB Model Validator supporting a multinational bank-insurance group. You’ll run quantitative tests on IRB models (PD, LGD, EAD), ensure IFRS 9 alignment, and collaborate with PwC consultants. Work with Python, PySpark, SQL, R, SAS, Excel in a high-scale data environment to deliver robuste analytic reports.

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FursaFursa
SKM Group
SKM Group
2 months ago

Junior IRB model validator

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Source: Company careers pageValidated by: Fursa AI
Last checked: 5 hours agoStatus: Live

Job Summary

Join our consulting team as a Junior IRB Model Validator supporting a multinational bank-insurance group. You’ll run quantitative tests on IRB models (PD, LGD, EAD), ensure IFRS 9 alignment, and collaborate with PwC consultants. Work with Python, PySpark, SQL, R, SAS, Excel in a high-scale data environment to deliver robuste analytic reports.
Location: Krakow
Workplace: Remote
Employment Type: Full time
Job Function: Software Engineering
Seniority: Entry level

Key Responsibilities

  • •Execute rigorous statistical and data quality tests for credit risk models according to internal guidelines.
  • •Perform large-scale data manipulation and analysis using Databricks, Python, and PySpark.
  • •Assess the compliance of developed models against IFRS 9 and IRB frameworks.
  • •Reconcile complex data structures and apply standardized logic to ensure data integrity.
  • •Translate complex quantitative results into structured reports and presentations for stakeholders.

Pay and Benefits

Salary: 4,300 - 10,000 monthly
Perks:Remote WorkMedical Care

Key Requirements

  • •Academic background in a quantitative field (Statistics, Math, Data Science, Economics, or Physics).
  • •Minimum 1 year of experience in data analysis or credit risk modeling (internships/academic projects included).
  • •Working knowledge of SQL, Python, or similar analytical programming languages.
  • •Foundational experience working with databases or data warehouses.
  • •Professional English proficiency and a detail-oriented, ownership-driven mindset.
Experience:1+ yearsCredit risk modelingIRBIFRS 9BankingData analysis
Education:Bachelor's
Skills:Detail-orientedOwnershipCommunicationTeam collaboration
Languages:English
Tech Stack:PythonPySparkSQLRSASMS ExcelDatabricksData 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
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