Role Overview

Implement, maintain and govern IFRS 9 Expected Credit Loss models (PD/LGD/EAD), ensuring model integrity and documentation.
Perform exploratory and advanced data analysis to support the Risk Management monitoring needs.
Automate routine analyses and reporting using Python/SQL/R to improve efficiency and controls.
Monitoring New Production and Lending Portfolio Quality.
Prepare and contribute to regulatory reporting packages (COREP, FINREP), ad‑hoc supervisory request and Business Plan preparation.
Liaise with IT, Data Management and Analytics teams.
Support ICAAP and ILAAP inputs, scenario analysis and capital/liquidity impact assessments.
Participates in On-site Inspections performed by the regulator.

Requirements

Master's Degree in Finance, Statistics/Mathematics, or a related field.
Very good knowledge of Python/SQL/R and exposure to technology driven environments is considered as prerequisite.
Strong data analysis and modelling capabilities.
Minimum 2 years of experience in risk management section of banking institution or consulting firm focused on IFRS9 Expected Credit Loss models, Capital Adequacy and/or Regulatory Reporting.
Participation in projects abroad (international experience) is considered a significant asset.
Relevant Certifications such as Chartered Financial Analyst (CFA) is considered as a plus.
Strong understanding of financial regulations, accounting standards, and compliance requirements
Excellent communication and interpersonal skills, capable of effectively interacting with stakeholders at all levels.
Fluent in English; proficiency in other languages is a plus.

Tech Stack

Python
SQL

Benefits

At Snappi, we invest in your well-being, growth, and work-life balance with a benefits package designed to support both your personal and professional journey:

Competitive salary
Hybrid work flexibility
37-hour work week
Extra paid time off
Medical & Life insurance coverage
24/7 Mental Health support for you and your family
Employer-sponsored pension plan
Exclusive perks with special rates on banking products
Ongoing learning & career development opportunities
Team activities & events to foster bonding, well-being, and a strong company culture

Plus, for parents:

Daycare allowance to help cover preschool costs
Additional school monitoring days
Savings plan for your children

We believe diversity makes us stronger. Here, everyone belongs -no matter your background, beliefs, or identity. We hire and support people of all races, religions, colors, nationalities, genders, sexual orientations, ages, marital statuses, and abilities. Your uniqueness is an asset for Snappi.

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Open Positions (1)

Data

Quantitative Analytics Manager – Risk