Lead AVP, Wholesale Credit Risk

3 tygodni temu

Warszawa, Mazovia, Polska dotCommunity Sp z o. o. Pełny etat
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 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
What you need to have:

Experience:

  • Minimum 5 years of credit risk analysis experience
  • 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

Skills:

  • Good attention to detail and accuracy
  • Ability to manage complex projects to a tight deadline
  • Ability to communicate technical concepts effectively
  • Ability to work as part of a team with key customers and stakeholders
  • Fluency in written and in spoken English
  • Excellent documentation, presentation, and communication skills
What they offer:
  • Long-term job in one of the largest banking and financial services organization in the world
  • Interesting path of career in an international organization
  • An environment where you will be given space to take ownership and accountability for your work
  • A Team of professionals that will help you develop & succeed
  • 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) and more
  • Corporate parties & events
  • CSR initiatives
  • Nursery and kindergarten discounts
  • Language classes / studies reimbursement scheme
  • Professional training & courses
Note: Prepare your CV in English (PDF), fill in the form and apply
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