VP Credit Risk Specialist
Warsaw, Poland (hybrid)
Employee
Credit Analysis
Tasks
- Supporting deployment and maintenance of live models.
- Supporting or driving enhancement of existing credit risk scorecards in order to improve their performance or their applicability to other risk measurement or regulatory requirements.
- Being involved in data improvement initiatives to support model development.
- Overseeing the development and testing of complex programs, dashboards, and tools in alignment with business specifications, driving innovation and efficiency.
- Guiding more junior staff in application of the best modelling standards.
- Collaborating closely with the internal Independent Model Review team throughout the model development, monitoring, and review processes to ensure compliance and best practices.
Requirements
- Minimum 8 years of credit risk analysis and model development experience, with a proven track record in leadership roles.
- Knowledge about credit risk modelling process is a must, including all technical steps starting from data sourcing and ending with validation of the final product.
- 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 (preferable), SAS, SQL, VBA.
- In-depth understanding and interpretation of regulatory rules, model governance and controls.
- Relevant working experience in a bank, rating agency, consultancy or advisory firm.
- Exceptional attention to detail and accuracy, with a commitment to delivering high-quality results.
Updated: 22 hours ago
Job ID: 15301876
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