About snappi
At Snappi, we're building a neobank from the ground up. Our mission is to empower financial freedom through technology, offering innovative and transparent digital banking solutions.
Join us in reshaping the financial landscape!
About the role
We're looking for a Quantitative Analytics Manager (Risk) will be responsible for the implementation and administration of IFRS 9 Expected Credit Loss (ECL) models and the development of other quantitative models, such as deposit focused models. Responsibilities include data analysis, ICAAP/ILAAP support, and contributions to regulatory reporting submissions (COREP/FINREP). The ideal candidate will have strong statistical and programming skills (Python/SQL/R), practical experience with IFRS 9 ECL, modelling capabilities, and a collaborative mindset to work with IT and Data Management. Proactive, detail oriented, and able to meet tight regulatory deadlines.
The role can be based in Ioannina or Athens.
What you'll be doing
- 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.