About the Position

Data Scientist / Risk Modeller – Credit Risk

About Onwelo

Onwelo is a technology partner providing comprehensive services from strategy and architecture to deployment and maintenance in the areas of digital transformation, data, and automation. Our team consists of over 400 specialists with strong senior competencies, and we have completed over 300 projects for large organizations in Poland, Europe, and the USA. We operate from several Polish cities and offices in Germany, Switzerland, and the USA, combining local presence with global reach.

About the Project

You will join the Risk Analytics team working on a project for a banking sector organization. The team is responsible for the full lifecycle of credit risk models – from data analysis and methodology selection, through model development, to monitoring, maintenance, and reporting.

In this role, you will develop models used in the internal rating system, particularly LGD models, as well as solutions supporting the monitoring of PD, LGD, and CCF models. You will work using R or Python and SQL, collaborating with experts in credit risk and data analytics.

Responsibilities

• Development and maintenance of credit risk models, including PD, LGD, and CCF models, with a focus on LGD models
• Analysis of data, variables, and potential sources of information used in the modeling process
• Evaluation of possible analytical approaches and justification of the selected methods
• Development, integration, and automation of the credit risk model monitoring framework
• Maintenance and development of solutions prepared in R or Python
• Preparation of periodic reports on the quality and stability of models
• Translating analysis results and complex technical issues into clear business conclusions
• Collaboration with stakeholders from the risk, analytics, and business areas
• Creation of model documentation, methodological assumptions, and conducted analyses

Requirements

• Minimum 2 years of experience in financial or credit risk, gained in banking, FinTech, or another institution using scoring models or the IRB approach
• Experience in building, developing, monitoring, or validating credit risk models, particularly PD, LGD, CCF, or EAD models
• Good knowledge of statistical modeling methods, including multivariate regression and models for categorical variables
• Very good knowledge of R or Python and practical SQL skills
• Ability to analyze, process, and interpret data and translate results into valuable conclusions regarding credit risk
• Ability to clearly present complex technical issues to business and technical audiences
• Higher education in mathematics, economics, finance, management, computer science, or a related field
• English language proficiency enabling fluent communication in an international work environment

We Offer

• Flexible hours and the possibility of hybrid or remote work
• Participation in interesting projects for global clients
• Up to 80% of promotions in our company occur internally
• 90% of the management staff have technical education
• Access to internal training and development paths
• Participation in team events, company meetings, and Town Halls
• Support in building a professional image (personal branding)
• Access to life insurance and private healthcare for you and your family
• MultiSport card, which supports health and fitness

Department: Data/AI

Location: Poland

Work Mode: Remote

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