Informacje o stanowisku
For our client, global financial services organization, we are currently looking for candidates for AVP/Senior AVP – Wholesale Credit Risk.
Location: Kraków
Type of contract: Contract of Employment, full-time
Working Environment: Hybrid
What you'll do in this role:
Developing new wholesale credit risk scorecards (PD, LGD, EAD) for global and regional portfolios. Support deployment and maintenance of existing models.
Supporting or driving enhancement of existing credit risk scorecards to improve their performance or their applicability to other risk measurement or regulatory requirements.
Being involved in data improvement initiatives to support model development.
Participating in model usage forums, technical panels, governance committees.
Liaising with internal Independent Model Review team during model development, model monitoring and review processes.
What you'll need to succeed:
Good understanding of statistics and familiarity with sophisticated tools for numerical analysis.
Minimum 3 years for AVP or 6 years for Senior AVP of credit risk analysis experience, including model development.
Good exposure to credit model methodologies and data requirement for A-IRB (preferable), stress testing or IFRS 9.
Ability solve complex modelling related issues.
Strong database and credit risk systems experience, including coding in Python (preferable), SAS, R, SQL, VBA.
Good understanding of regulatory rules.
University degree in a quantitative or technical field.
What we offer:
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)
CSR initiatives
Nursery discounts
Financial support for trainings and education
Social found
Flexible working hours
Hays Poland sp. z o.o. jest agencją zatrudnienia zarejestrowaną w rejestrze prowadzonym przez Marszałka Województwa Mazowieckiego pod numerem 361.
Praca KrakówKraków - Oferty pracy w okolicznych lokalizacjach
