AVP, Wholesale Credit Risk

Company:
Join one of the world's largest banking and financial services organisations! Our Client's global businesses serve more than 40 million customers worldwide through a network that covers 64 countries and territories.About:
This role will be responsible for credit risk methodology development within Wholesale Credit Risk GRA team.
The focus will be mainly related to supporting stress-testing (ST) and IFRS 9 methodology development.
Work related to other areas may also be required.The role holder will need to develop a good understanding of risk data flows from customer and product systems through to the finance and regulatory reporting systems.
They will need to work with finance, business and other risk teams in order to produce portfolio and impact analysis as well as UAT testing.
Responsibility also includes implementation support for the proposed credit risk methodology and/or models.What you'll do:
Work with PD, EAD, LGD, scoring models and RWA/ECL calculation frameworks which involves data sourcing, model development, model implementation and support executionDesign impact analyses for the calculation of Risk Weighted Asset (RWA), Expected Loss (EL) and other measuresDevelop and test complex programs/dashboards/tools according to business specificationsLiaise with internal Independent Model Review team during model development, model monitoring and review processesSupport execution periodical IFRS9/ST regulatory exercises, run internal processes, analyze results produced by IFRS9/ST enginesWhat you need to have:
Experience:
Minimum 5 years of credit risk analysis experienceGood exposure to credit model methodologies data requirement for AIRB, IFRS 9 or stress testing modellingProven ability to take ownership of and solve complex data related issuesStrong database and credit risk systems experience including coding in Python, SAS, MS Excel/VBA, SQLGood understanding and interpretation of regulatory rulesSkills:
Good attention to detail and accuracyAbility to manage complex projects to a tight deadlineAbility to communicate technical concepts effectivelyAbility to work as part of a team with key customers and stakeholdersFluency in written and in spoken EnglishExcellent documentation, presentation, and communication skillsWhat they offer:
Long-term job in one of the largest banking and financial services organization in the worldInteresting path of career in an international organizationAn environment where you will be given space to take ownership and accountability for your workA Team of professionals that will help you develop & succeedAnnual performance-based bonusAdditional bonuses for recognition awardsMultisport cardPrivate medical careLife insuranceOne-time reimbursement of home office set-up (up to 800 PLN) and moreCorporate parties & eventsCSR initiativesNursery and kindergarten discountsLanguage classes / studies reimbursement schemeProfessional training & coursesNote:
Prepare your CV in English (PDF), fill in the form and apply!
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