Business Expert Intern - Risk Models & Calculations - TalentBank 2025
- Łódź, łódzkie
- Praktyka
- Niepełny etat
- Maintenance & development of the risk applications (e.g. credit rating applications, operational risk tool, loss data collection data base)
- Working closely with software developers and application users
- Conduct technical, business and data quality analyses
- Leading meetings with stakeholders
- Analyzing risk management and regulatory requirements and implementing adjustments into the tool and processes
- Solving problems (both business & model related, support technical fixes)
- Managing documentation of business requirements, application guidelines and design goals
- Working on processes improvements using agile methodologies
- Data preparation and analysis, statistical and empirical investigations, handling of large amounts of data, their aggregation and evaluation.
- Preparation of technical specifications, presentations and documentation on credit and operational risk
- Testing of credit and operational risk related tools
- Programming of prototypes for impact and scenario analysis in different programming languages (SAS, R, Python, SQL, ...).
- Paid mandate contract for 9 months
- Opportunity to gain experience and start career in our IT departments
- Work in an international environment in the Agile methodology
- Individual approach - flexible working hours, the possibility of combining internship with studies, completing obligatory student internships
- Subsidized meals - Pluxee Lunch Pass card
- Access to the Speexx e-learning language platform
- Access to O'Reilly and Clix (Linkedin Learning) e-learning platform
- Access to psychological and well-being webinars on ICAS
- Internal training program Skills@work (coffee Learning Session - informal quarterly meetings among employees focusing on a given technological or business issue, Trainer Academy - Technical training organized by employees for employees, Guilds - groups focusing on a given technology)
- Support of experienced mentors
- Trainings with Professionals
- Interests groups (f.e. board games, cooking) and integration events
📌 Hybrid on Wersalska 6 (Łódź)Important! Please add the clause to your CV. 📑 You can find it on the end of the advert.
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- Development, roll-out and maintenance of group-wide models for credit risk, operational risk, capital requirements and stress-testing (incl. tight monitoring of model performance). We are model owner and 1st line of defence for model risk.
- Implementation of models in calculation kernels (e.g. rating models, RWA-calculation, C-VaR, LGD-Service, OpRisk and Stress).
- Specification and implementation of rating tools as well as other central risk applications - used mainly by own Front-Ends in the credit process or in online applications.
- Calculation of the economic capital requirements (e.g. Credit Portfolio Model, AMA for OpRisk, business- and physical asset risk - incl. stressed conditions).
- Basis calculation for risk provisions (especially IFRS9 Stage Assignment and Lifetime-EL) and centre of competency for Asset Backed Securities
- IT-solutions for recording, management and calculation of the operational risk, tools for and management of the internal control system.
- Operational stability of the IT-Applications (e.g. wrt incidents or delays) but also optimization of IT-platform as well as minimization of manual processes.
- Tailor-made risk analysis (e.g. scenarios, impact analysis, Ad-Hoc requests). Professional response on customer requests.
- Main contact for regulators, chartered accountant and internal auditors concerning model development and implementation.
- Implementation of important regulatory and strategic initiatives: e.g. implementation and fulfillment of new regulatory requirements for AIRB rating models, acceleration of rating calculation, enablement of digital credit journey, improvement of credit decision and streamlining of credit processes.