Senior AVP – Credit Risk Models Validation

4 tygodni temu

Krakow, Polska HSBC Service Delivery (Polska) Sp. z o.o. Pełny etat

technologies-expected :
Python
R
SAS
Matlab
VBA

about-project :
The role of the Senior AVP is to perform model review (i.e., quantitative analysis and qualitative research with focus on model data, design, performance, and implementation) to formulate opinions about models’ conceptual soundness and adequacy for intended usage. Role responsibilities also cover documentation of conclusions and identified model risk indicators.

responsibilities :
Comprehensive model reviews to assess conceptual soundness, data integrity, performance, implementation, and adherence to regulatory and/or internal requirements.
Being able to challenge constructively model owner choices.
Building effective relationships with the model developers to ensure proper communication and anticipate requests.
Support a high-performance culture through collaboration and effective people interaction.
Documentation of conducted assessments and model risk indicators in thorough review reports including recommendations for model improvements.
Tracking completion of review recommendations.

requirements-expected :
4+ years of experience in Development/Validation of Retail or Wholesale Credit Risk Models (PD/LGD/EAD/Slotting models used for Regulatory Capital, Credit Decisioning, IFRS9, Stress Testing).
Knowledge of statistical models and scorecard development techniques. Experience in assessing model performance.
Good understanding of statistical modelling software / programming languages, e.g., Python, R, SAS, Matlab, VBA.
Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.

offered :
Competitive salary
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
Flexible working hours
Free parking

benefits :
sharing the costs of sports activities
private medical care
sharing the costs of professional training & courses
life insurance
flexible working time
integration events
corporate sports team
doctor’s duty hours in the office
retirement pension plan
corporate library
no dress code
video games at work
coffee / tea
parking space for employees
leisure zone
extra social benefits
employee referral program
opportunity to obtain permits and licenses
charity initiatives
family picnics
extra leave

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