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Credit Risk Modeller

Credit Risk Modeller

BELVEDEREKraków, Województwo małopolskie, Polska
30+ days ago
Job description

AVP Wholesale Credit Risk - Model Development Specialist

Location : Krakow, Poland

Contract Type : Permanent

Ref – BLV19828

  • Join a global team developing sophisticated credit risk scorecards for diverse portfolios
  • Collaborate with cross-functional teams to drive data improvement initiatives and model enhancements
  • Engage with senior stakeholders in model usage forums, governance committees, and technical panels
  • Grow your expertise in credit risk modelling methodologies for A-IRB, IFRS 9, and stress testing

Our client, a leading global financial institution, is seeking an experienced AVP Wholesale Credit Risk professional to join their dynamic team in Krakow, Poland. In this pivotal role, you will contribute to the development, deployment, and maintenance of cutting-edge credit risk scorecards (PD, LGD, EAD) for both global and regional portfolios.

Position Overview

As an AVP Wholesale Credit Risk, you will play a crucial role in the model development team, collaborating with cross-functional stakeholders to create and enhance sophisticated credit risk scorecards. Your expertise will be instrumental in improving model performance, ensuring regulatory compliance, and supporting data-driven decision-making across the organisation.

Responsibilities

  • Develop new wholesale credit risk scorecards (PD, LGD, EAD) for global and regional portfolios
  • Support the deployment and maintenance of live models, ensuring optimal performance
  • Drive enhancements to existing credit risk scorecards to improve performance and applicability to risk measurement and regulatory requirements
  • Actively participate in data improvement initiatives to support model development
  • Engage with senior stakeholders in model usage forums, governance committees, and technical panels
  • Collaborate with the internal Independent Model Review team during model development, monitoring, and review processes
  • Requirements

  • University degree in a quantitative or technical field
  • Strong understanding of statistics and proficiency in sophisticated tools for numerical analysis
  • Minimum 3 years of credit risk modelling experience
  • Exposure to credit model methodologies and data requirements for A-IRB (preferable), IFRS 9, or stress testing
  • Proven ability to take ownership of your work and solve complex modelling-related issues
  • Proficiency in database and credit risk systems, including coding in Python (preferable), SAS, R, SQL, and VBA
  • Benefits

  • Competitive compensation package and attractive financial incentives
  • Opportunities for professional growth and career advancement within a global organisation
  • Access to cutting-edge technologies and tools in the field of credit risk modelling
  • Collaborative and inclusive work environment that values diversity and innovation
  • Alongside a comprehensive benefits package, you'll be immersed in a dynamic, fast-paced environment where your expertise will be valued and your contributions will have a tangible impact on the organisation's success. Our client fosters a culture of continuous learning, providing ample opportunities for professional development and growth within a supportive and inclusive team.

    How to Apply

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    Risk Credit Risk • Kraków, Województwo małopolskie, Polska

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