Wholesale Credit Risk Expert

1 miesiąc temu

Warsaw, Polska Cypher Consulting Europe Pełny etat

This role is primarily responsible for developing credit risk methodologies within the Wholesale Credit Risk GRA team, with a primary focus on supporting stress-testing (ST) and IFRS 9 methodology development. The position may also involve work in other related areas as needed.

The role requires building a strong understanding of risk data flows, from customer and product systems to finance and regulatory reporting systems. Collaboration with finance, business, and other risk teams will be essential to perform portfolio and impact analysis, as well as to conduct UAT testing. Additionally, the role includes providing implementation support for proposed credit risk methodologies and models.

Tasks

The role holder will be responsible for:

  • Leading the development and refinement of PD, EAD, LGD, and scoring models, as well as frameworks for RWA and ECL calculations, ensuring robust processes for data sourcing, model development, implementation, and ongoing support.
  • Designing and conducting detailed impact analyses for Risk-Weighted Assets (RWA), Expected Loss (EL), and other key risk measures, providing actionable insights to senior management.
  • Managing the creation and testing of complex programs, dashboards, and tools aligned with business requirements, driving innovation and operational efficiency.
  • Collaborating with the Independent Model Review team during model development, monitoring, and review phases to ensure adherence to compliance standards and best practices.
  • Leading periodic IFRS 9 and stress-testing regulatory exercises, managing associated internal processes, and performing in-depth analyses of results generated by IFRS 9/ST engines to guide decision-making.
Requirements

Experience:

  • At least 8 years of experience in credit risk analysis, with a demonstrated history of success in leadership roles.
  • Comprehensive expertise in credit model methodologies and data requirements for AIRB, IFRS 9, or stress-testing modeling, with a deep understanding of their impact on risk management.
  • Proven ability to address and resolve complex data challenges through innovative solutions and process enhancements.
  • Strong proficiency in credit risk systems and databases, with coding expertise in Python, SAS, SQL, and MS Excel/VBA.
  • Solid understanding of regulatory requirements, model governance, and control frameworks.
  • Relevant professional experience in banking, rating agencies, consulting, or advisory environments.

Skills:

  • Meticulous attention to detail and a focus on delivering high-quality outcomes.
  • Demonstrated capability to manage complex projects within tight deadlines, showcasing excellent organizational skills.
  • Strong communication skills, with the ability to effectively present technical concepts to both technical and non-technical audiences.
  • Collaborative team player with the ability to engage and work effectively with key stakeholders and clients.
  • Proficient in written and spoken English, with exceptional skills in documentation, presentation, and communication.
  • Strategic thinker with the ability to influence and drive organizational change.

Candidates can work from Krakow or Warsaw.



Cypher Consulting Europe takes pride in its ability to deliver expert consultants across a wide spectrum of technologies and industry sectors.

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