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:
Leading the development and enhancement of PD, EAD, LGD, scoring models, and RWA/ECL calculation frameworks, ensuring robust data sourcing, model development, implementation, and execution support.
Overseeing the development and testing of complex programs, dashboards, and tools in alignment with business specifications, driving innovation and efficiency.
Designing and executing comprehensive impact analyses for the calculation of Risk Weighted Assets (RWA), Expected Loss (EL), and other critical risk measures, providing strategic insights to senior management.
Leading the execution of periodic IFRS9/ST regulatory exercises, managing internal processes, and conducting thorough analyses of results produced by IFRS9/ST engines to inform decision-making.
Collaborating closely with the internal Independent Model Review team throughout the model development, monitoring, and review processes to ensure compliance and best practices.
What you'll need to succeed:
Minimum 8 years of credit risk analysis experience, with a proven track record in leadership roles. Relevant working experience in a bank, rating agency, consultancy or advisory company.
Extensive exposure to credit model methodologies, data requirements for AIRB, IFRS 9, or stress testing modeling, with a deep understanding of their implications on risk management.
Strong database and credit risk systems experience, including proficiency in coding with Python, SAS, MS Excel/VBA, and SQL.
In-depth understanding and interpretation of regulatory rules, model governance and controls.
Demonstrated ability to take ownership of complex data-related issues, providing innovative solutions and driving improvements. Proven ability to manage complex projects under tight deadlines,
Exceptional attention to detail and accuracy, with a commitment to delivering high-quality results.
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 and kindergarten discounts
Language classes
Financial support with trainings and education
Social fund
Flexible working hours
Free parking
Hays Poland sp. z o.o. is an employment agency registered in a registry kept by Marshal of the Mazowieckie Voivodeship under the number 361.
Praca KrakówKraków - Oferty pracy w okolicznych lokalizacjach
