VP Credit Risk Specialist

Warsaw - Poland

Monthly Salary: Not Disclosed

Posted on: 18 hours ago

Vacancies: 1 Vacancy

Job Summary

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.

TasksSupporting 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 m...