BFF Banking Group Professional, Credit Risk Models (m/f) Invia

BFF Banking Group is the largest independent specialty finance in Italy and a leading player in Europe, specialized in the management and non-recourse factoring of trade receivables due from the Public Administrations, securities services, banking and corporate payments.

We are looking for you, if have:

• An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics, finance, data-mining or a similar quantitative field;
• Extensive knowledge of credit risk measures (PD, LGD, CCF, EAD);
• At least 1 year of experience with: development or monitoring or validation of credit risk models, databases, data modelling, data preparation and data quality control;
• Practical knowledge of the use of statistical tools (e.g. SAS, Python, SQL), processing and analysis of quantitative and qualitative data;
• English language skills at a level that allows free communication and understanding of regulations and industry materials.

You'll get extra points for:

• Sound knowledge of statistical inference and econometric methods such as: decision trees, survival analysis etc.;
• Experience in discussion with Senior Management;
• Experience in factoring products analysis;

Your responsibilities:

• Construction, maintenance and development of IFRS9 and application credit risk models for the BFF group subsidiaries in different countries;
• Conducting analyses and simulations related to model maintenance and development;
• Monitoring the performance of models i.a. backtesting, benchmarking;
• Collaborate with model users and the validation unit on further model development;
• Contributing to project planning;
• Verification of model implementation within bank's systems and processes;
• Preparation of model documentation.

What we offer:

• Full-time employment contract;
• Attractive employment conditions (including private medical care, group insurance, subsidy for Medicover Sport card, meal subsidies);
• Inspiring work in an international company in the center of Łódź;
• Good working atmosphere;
• Full support from team members and HR throughout the onboarding period.

"We are committed to fostering an inclusive and equitable workplace. All qualified applicants will receive consideration for employment without regard to gender, gender identity or expression, sexual orientation, race, ethnicity, age, disability, or any other protected characteristic."

"The processing of personal data is performed by BFF Bank S.p.A., as Data Controller, for the management of your job application through authorized individuals for the processing. For more information on the processing of your personal data, you can read the privacy notice pursuant to Article 13 of Regulation (EU) 2016/679, available at the following link or on the Controller's website https://it.bff.com/it/Informativa-Trattamenti".