Vice President, Model Development I, Credit Rating Modeling

7 dni temu


Wrocław, Województwo dolnośląskie, Polska BNY Pełny etat 60 000 € - 170 000 € rocznie

Credit Risk measurement's concepts: Basel Accords, Risk-Weighted Assets, Probability of Default, Loss Given Default, CECL, Creditworthiness evaluation for various types of wholesale customers, Financial ratios analysis and interpretation, Climate risk ranking and financed greenhouse gasses emissions, Reporting to and communicating with a chief-level stakeholders and regulatory institutions. Graduates of Econometrics/Finance/Economics. Master's degree: 1-2 years of job-related experience, PhD degree: 0-1 years of professional experience. Theoretical background and knowledge of Credit Risk Measurement's concepts: Basel Accords, RWA, PD, LGD, EAD and UGD estimations. Experience with quantitative modeling, numerical analysis, and computational methods with any programming language (Python, VBA, R or SQL are adequate) as well as mathematical/statistical software packages. The candidate must have excellent presentation skills, assertiveness & influencing skills, and ability to explain abstract theoretical concepts to a non-expert audience in an easy-to-understand language. Proficiency in business English. The candidate must be able to communicate professionally in English-speaking environment. He/she will co-operate, report and communicate with English-speaking stakeholders on a daily basis.



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