.
Senior avp - wholesale credit risk
  • Kraków
Senior avp - wholesale credit risk
Kraków, Kraków, Lesser Poland Voivodeship, Polska
HSBC Service Delivery
14. 12. 2024
Informacje o stanowisku

Technologies-expected : Python SAS VBA SQL Microsoft Excel responsibilities : 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. requirements-expected : Experience in credit risk analysis. 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, attention to detail and accuracy. Ability to manage complex projects to a tight deadline, communicate technical concepts effectively, to work as part of a team with key customers and stakeholders. Excellent documentation, presentation, and communication skills. 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 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

  • Praca Kraków
  • Kraków - Oferty pracy w okolicznych lokalizacjach


    93 902
    15 856