AVP, Wholesale Credit Risk

Kraków - Poland

Monthly Salary: Not Disclosed

Posted on: 3 days ago

Vacancies: 1 Vacancy

Job Summary

AVP Wholesale Credit Risk - Model Development

Location: Kraków
Contract Type: Permanent

Develop credit risk models for global financial portfolios.
Use Python SAS and R for advanced numerical analysis.
Receive financial support for your training and education.
Benefit from a competitive salary and performance-based bonuses.

Our client is a leading global financial services organisation. They are looking for an experienced AVP Wholesale Credit Risk to join their team in Kraków. This is an excellent opportunity to advance your career in credit risk modelling and contribute to projects with a global reach.

Position Overview

In this role you will be central to developing and enhancing wholesale credit risk scorecards. Your work will cover global and regional portfolios directly impacting risk measurement and regulatory compliance. You will contribute to key data improvement initiatives and engage with governance committees playing a vital part in the model lifecycle.

Responsibilities

Develop new wholesale credit risk scorecards (PD LGD EAD).
Support the deployment and maintenance of live models.
Enhance existing credit risk scorecards to improve performance.
Participate in data improvement and governance initiatives.
Liaise with the internal Independent Model Review team.

Requirements

A university degree in a quantitative or technical field.
A minimum of 4 years in credit risk modelling.
Experience with A-IRB IFRS 9 or stress testing.
Strong coding skills in Python SAS R SQL or VBA.
A good understanding of statistics and numerical analysis tools.
A good understanding of financial regulatory rules.

Benefits

Competitive salary and annual performance-based bonuses.
Private medical care and life insurance.
Multisport card and social fund.
Financial support for your training and education.
Flexible working hours and free parking.
One-time reimbursement for your home office set-up.

Alongside these benefits you will join a supportive culture focused on your professional growth offering clear pathways for career advancement within a global team.

How to Apply

To apply for this role please submit your CV using the form below or email

AVP Wholesale Credit Risk - Model DevelopmentLocation: KrakówContract Type: PermanentDevelop credit risk models for global financial portfolios.Use Python SAS and R for advanced numerical analysis.Receive financial support for your training and education.Benefit from a competitive salary and perform...