Our client, a leading global banking and financial services organization, is seeking an experienced credit risk professional to join their Wholesale Credit Risk GRA team in Krakow. This is an exciting opportunity to play a key role in developing and enhancing credit risk methodologies for stress-testing and IFRS 9.
Position Overview
The AVP / Lead AVP / Senior AVP will be responsible for driving the development of credit risk methodologies, focusing on supporting stress-testing and IFRS 9 frameworks. This role will have a significant impact on the organization’s risk management practices and regulatory compliance.
Responsibilities
- Develop and enhance credit risk methodologies for stress-testing and IFRS 9
- Work with PD, EAD, LGD, scoring models, and RWA/ECL frameworks
- Design impact analyses for RWA and EL calculations
- Develop and test complex programs, dashboards, and tools
- Liaise with the Independent Model Review team
- Support execution of IFRS 9 and stress-testing regulatory exercises
Requirements
- Minimum 5 years of credit risk analysis experience
- Strong exposure to credit model methodologies and data requirements for AIRB, IFRS 9, or stress testing modelling
- Proven ability to take ownership of and solve complex data-related issues
- Proficiency in Python, SAS, MS Excel/VBA, SQL, and credit risk systems
- Good understanding and interpretation of regulatory rules
- Excellent attention to detail and accuracy
- Ability to manage complex projects to tight deadlines
- Strong communication skills to effectively convey technical concepts
- Fluency in written and spoken English
- Excellent documentation, presentation, and communication skills
Benefits
- Long-term career growth opportunities within a global banking leader
- Professional development through training and language/studies reimbursement
- Comprehensive employee benefits package, including private healthcare and insurance
How to Apply
If you have the required skills and experience and are eager to advance your career in credit risk management, please submit your CV, highlighting your relevant qualifications and experience.