AVP - Wholesale Credit Risk

AVP - Wholesale Credit Risk Miejsce pracy: Kraków Your responsibilities Work as part of model development teams developing new wholesale credit risk scorecards (PD, LGD, EAD) for global and regional portfolios. Support deployment and maintenance of live models. Support or drive enhancement of existing credit risk scorecards in order to improve their performance or their applicability to other risk measurement or regulatory requirements. Be involved in data improvement initiatives to support model development. Participate in model usage forums, governance committees and technical panels. Liaise with internal Independent Model Review team during model development, model monitoring and review processes. Serve as people manager for small working groups if the team expands. Our requirements University degree in a quantitative or technical field. Good understanding of statistics and familiarity with sophisticated tools for numerical analysis. Minimum 4 years of credit risk modelling experience. Good exposure to credit model methodologies and data requirement for A-IRB (preferable), IFRS 9 or stress testing. Proven ability to take ownership of your work and solve complex modelling related issues. Strong database and credit risk systems experience including coding in Python (preferable), SAS, R, SQL, VBA. Good understanding and interpretation of regulatory rules. What we offer 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 remote work opportunities flexible working time integration events corporate sports team retirement pension plan corporate library no dress code 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 In-office gym Recruitment stages Online assessment Phone interview Job interview Welcome to HSBC About the role This role will be responsible for credit risk models development within Wholesale Credit Risk GRA team. The focus will be mainly on supporting AIRB methodology development with possible projects in stress-testing (ST) and IFRS 9 areas. Apart from model development as the dominating area of the work, your involvement in all other stages of risk model lifecycle might be required. HSBC Service Delivery (Polska) Sp. z o.o. HSBC is one of the world's largest banking and financial services organisations. Our global businesses serve more than 40 million customers worldwide through a network that covers 63 countries and territories. HSBC Service Delivery (Polska) Sp. z o.o. is HSBC's global finance, operations, risk and technology centre. We use our unique expertise and capabilities to provide specialised services – our people range from technologists transforming the banking experience to operations professionals managing 1.7 trillion payments a year. Our Purpose – Opening up a world of opportunity – explains why we exist. We are bringing together the people, ideas and capital that nurture progress and growth, helping to create a better world – for our customers, our people, our investors, our communities and the planet we all share. Thank you for interest in HSBCBefore you apply, please note that we will take into the consideration only applications that include the following statement:."I hereby declare that I have familiarised myself with the Privacy Statement for Applicants published at http://www.about.hsbc.pl/careers and I give my consent to use my personal data included in my application for the purposes of recruitment in HSBC Service Delivery (Polska) Sp. z o. o. according to the rules described in the Privacy Statement for Applicants, as per the Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (GDPR).".Due to the high number of applications, we reserve the right to contact selected candidates onlyIn case you would like to resign from participation in the recruitment process or withdraw previously sent application, please email us at: krakow.recruitment@hsbc.com.