Credit Risk Expert / Senior Data Analyst (Risk Management)

Your main responsibilities:

• participate in the development of predictive models for credit risk,

• maintain and develop credit portfolio risk valuation processes for both internal purposes (IFRS 9, Fair Value) and external financial partners (sale of the performing portfolio),

• budget and forecast the Cost of Risk (CoR), reconciling data closely with the Finance and Accounting teams,

• design, build, and maintain risk datasets and reporting tools (including dashboards) to proactively identify business opportunities, propose data-driven process improvements, and present actionable insights to key decision-makers,

• collaborate with analytical, machine learning, and tech teams to develop the risk technology stack and data process flows.

This is the right job for you if:

• have min. 2 years of experience in consulting or a financial institution in the credit risk management area,

• hold a degree in: computer science, statistics, mathematics, data science or related quantitative fields,

• have experience in building credit loss forecasting and IFRS 9 models, as well as budgeting Cost of Risk (CoR) and defining risk appetite (cut-off points). Knowledge of fair value valuation of credit exposures is highly appreciated,

• have excellent, practical knowledge of SQL (we use Snowflake) and experience in processing large datasets to build, maintain, and automate actionable risk reports and dashboards,

• want to develop technical and business competences,

• know Polish and English at minimum  B2+ level.

Nice-to-have:

• knowledge of Data Science, Python, AirFlow, GIT, Tableau and AI Agents is a plus,

• hands-on experience in implementing Risk-Based Pricing mechanisms that dynamically adjust credit pricing to the customer's risk profile,

• experience in reporting to financial regulatory authorities (e.g., UKNF).

What we offer:

• flexible working hours in an office-first model (4/1) that depend on you and your team. Starting later or finishing earlier? No problem! Work hours keep pace with our lifestyles and can start between 7 a.m. and 10 a.m.

• well-located office in Warsaw (with fully equipped kitchens and bicycle parking facilities) and excellent working tools (height-adjustable desks, interactive conference rooms)

• a wide selection of fringe benefits in a cafeteria plan – you choose what you like (e.g. medical, sports or lunch packages, insurance, purchase vouchers),

• English classes that we pay for related to the specific nature of your job,

• working in a team you can always count on — we have on board top-class specialists and experts in their areas of expertise,

• a high degree of autonomy in terms of organizing your team’s work; we encourage you to develop continuously and try out new things,

• if you want to learn more, check it out.

This may also be of interest to you: 

Allegro Tech Podcast → https://podcast.allegro.tech/

Send in your CV and see why it is #dobrzetubyć #goodtobehere