Senior AVP

3 tygodni temu


Kraków, Lesser Poland HSBC Service Delivery (Polska) Sp. z o.o. Pełny etat
  • Work with PD, EAD, LGD, scoring models and RWA/ECL calculation frameworks which involves data sourcing, model development, model implementation and support execution.
  • Design impact analyses for the calculation of Risk Weighted Asset (RWA), Expected Loss (EL) and other measures.
  • Develop and test complex programs/dashboards/tools according to business specifications.
  • Liaise with internal Independent Model Review team during model development, model monitoring and review processes.
  • Support execution periodical IFRS9/ST regulatory exercises, run internal processes, analyze results produced by IFRS9/ST engines.
Requirements:
  • Experience in credit risk analysis.
  • Good exposure to credit model methodologies data requirement for AIRB, IFRS 9 or stress testing modelling.
  • Proven ability to take ownership of and solve complex data related issues.
  • Strong database and credit risk systems experience including coding in Python, SAS, MS Excel/VBA, SQL.
  • Good understanding and interpretation of regulatory rules, attention to detail and accuracy.
  • Ability to manage complex projects to a tight deadline, communicate technical concepts effectively, to work as part of a team with key customers and stakeholders.
  • Excellent documentation, presentation, and communication skills.
Offered:
  • Annual performance-based bonus
  • Additional bonuses for recognition awards
  • Multisport card
  • Private medical care
  • Life insurance
  • One-time reimbursement of home office set-up (up to 800 PLN)
  • Corporate parties & events
  • CSR initiatives
  • Nursery discounts
  • Financial support with trainings and education
  • Social fund
  • Free parking
Benefits:
  • Sharing the costs of sports activities
  • Private medical care
  • Sharing the costs of professional training & courses
  • Life insurance
  • Flexible working time
  • Corporate sports team
  • Doctor's duty hours in the office
  • Coffee / tea
  • Parking space for employees
  • Employee referral program
  • Opportunity to obtain permits and licenses
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