Our client, a leading global bank, is seeking an experienced VP of Wholesale Credit Risk to drive the development and enhancement of their risk models and frameworks in Kraków, Poland. This is an exciting opportunity for a skilled risk professional to make a significant impact within a renowned financial institution.
Position Overview
The VP of Wholesale Credit Risk will lead the development and enhancement of PD, EAD, LGD, and scoring models, as well as RWA/ECL calculation frameworks, ensuring robust data sourcing, model development, implementation, and execution support. This role is crucial in providing strategic insights to senior management and driving innovation and efficiency.
Responsibilities
- Lead development and enhancement of risk models and frameworks
- Design and execute comprehensive impact analyses for risk measures
- Oversee development and testing of complex programs and tools
- Collaborate with Independent Model Review team to ensure compliance
- Lead execution of periodic IFRS9/ST regulatory exercises
Requirements
- Minimum 8 years of credit risk analysis experience
- Extensive exposure to credit model methodologies and data requirements
- Demonstrated ability to solve complex data-related issues
- Strong database and credit risk systems experience (Python, SAS, Excel/VBA, SQL)
- In-depth understanding of regulatory rules, model governance, and controls
- Relevant experience in banking, rating agencies, consultancy, or advisory firms
- Exceptional attention to detail and accuracy
- Proven ability to manage complex projects under tight deadlines
- Strong communication skills
Benefits
- Competitive salary and annual performance-based bonus
- Private medical care and life insurance
- Flexible working hours and free parking
How to Apply
If you have the skills and experience to excel in this role, please submit your CV, highlighting your relevant qualifications and experience.