Credit Risk Pillar 2 Validation Quant

Job description

Do you enjoy challenging complex corporate credit risk models and making sure they perform in both business‑as‑usual and stressed conditions? Are you looking to grow your quantitative career in a global model risk team while working from Krakow?

We’re looking for a Model Validation Quant to:

- validate Pillar 2 corporate credit risk models (PD, LGD, EAD)

- design and perform quantitative tests, back‑testing and benchmarking analyses for corporate credit models

assess model methodology, assumptions, data quality and limitation

- prepare high‑quality validation reports and present key findings to stakeholders across the bank

- conduct ad-hoc analyses for senior management and regulators