Senior Data Analyst (Risk Management)

Allegro Pay is Central Europe’s largest and fastest growing fintech - the only place where financial solutions can be created on such a large scale, using state-of-the-art technology. We work on purchase financing and payment methods that are used daily by customers of Allegro, the most popular shopping platform in Poland and one of the largest e-commerce companies in Europe. Due to this scale, we have the opportunity to work on one of the most exciting purchase financing and payment solutions in our country. 

We are looking for talented people who want to create powerful and stable solutions to support a product with millions of active users.

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 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 English at minimum  B2 level.

Nice-to-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,

• 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.