Company:

Join one of the world’s largest banking and financial services organisations! Our Client’s global businesses serve more than 40 million customers worldwide through a network that covers 64 countries and territories.

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About:

This role will be responsible for credit risk methodology development within Wholesale Credit Risk GRA team. The focus will be mainly related to supporting stress-testing (ST) and IFRS 9 methodology development. Work related to other areas may also be required.
The role holder will need to develop a good understanding of risk data flows from customer and product systems through to the finance and regulatory reporting systems. They will need to work with finance, business and other risk teams in order to produce portfolio and impact analysis as well as UAT testing. Responsibility also includes implementation support for the proposed credit risk methodology and/or models.

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What you’ll do:

• 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
• 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
• Overseeing the development and testing of complex programs, dashboards, and tools in alignment with business specifications, driving innovation and efficiency
• Collaborating closely with the internal Independent Model Review team throughout the model development, monitoring, and review processes to ensure compliance and best practices
• 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

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What you need to have:

Experience:

• Minimum 8 years of credit risk analysis experience, with a proven track record in leadership roles
• 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
• Demonstrated ability to take ownership of complex data-related issues, providing innovative solutions and driving improvements
• 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
• Relevant working experience in a bank, rating agency, consultancy or advisory firm

Skills:

• Exceptional attention to detail and accuracy, with a commitment to delivering high-quality results
• Proven ability to manage complex projects under tight deadlines, demonstrating strong organizational skills
• Excellent communication skills, with the ability to convey technical concepts effectively to both technical and non-technical stakeholders
• Strong collaborative skills, with the ability to work effectively as part of a team and engage with key customers and stakeholders
• Fluency in written and spoken English, with outstanding documentation, presentation, and communication skills
• Strategic mindset with the ability to influence and drive change within the organization

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What they offer:

• Long-term job in one of the largest banking and financial services organization in the world
• Interesting path of career in an international organization
• An environment where you will be given space to take ownership and accountability for your work
• A Team of professionals that will help you develop & succeed
• 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) and more
• Corporate parties & events
• CSR initiatives
• Nursery and kindergarten discounts
• Language classes / studies reimbursement scheme
• Professional training & courses

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Note: Prepare your CV in English (PDF), fill in the form and apply! 

Dotcommunity is registered in the Register of Employment Agencies (KRAZ) under number 9904.