SENIOR IRB MODEL VALIDATOR
Jobs > Senior IRB model validator We’re looking for a Senior IRB (Internal Ratings Based) Model Validator to join a high-impact team supporting a multinational bank-insurance group. You’ll work on a modern, scalable stack with a strong emphasis on statistical validation, data integrity, and regulatory compliance. Project Overview You will execute initial IRB validations (PD, LGD, EAD) and IFRS 9 annual model assessments. Working within a team augmentation model, you will help modernize validation processes and ensure models meet rigorous international standards. About The Role As a senior member of a mixed consultant and banking team, your mission is to maintain the highest standards of model governance. You will act as a subject matter expert, translating complex analytical results into structured reports for key stakeholders. Tech Stack Python, PySpark, SQL, Databricks R, SAS Data Warehousing, MS Excel IRB (PD, LGD, EAD), IFRS 9, CRR, EBA/ECB Guidelines What You’ll Do 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. Collaborate in a remote-first team environment, ensuring ownership of end-to-end validation tasks.
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. Professional English proficiency and a detail-oriented, ownership-driven mindset. What do we offer you? Attractive salary Large freedom and real influence No unhealthy competition, team approach to meeting challenges Remote-first, flexible working culture Company apartments in cool cities across Europe: work and enjoy a memorable getaway join our team: Apply Now Job Name
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- Thank you Your submission has been received Oops Something went wrong while submitting the form. Senior IRB model validator Kraków, Office or Remote 4,300€ - 10,000€ / month (B2B) Job Name
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