VP - Wholesale Credit Risk

• Leading the development and enhancement of PD, EAD, LGD, scoring models, and RWA/ECL calculation frameworks, ensuring robust data sourcing, model development, implementation, and execution support.
• Overseeing the development and testing of complex programs, dashboards, and tools in alignment with business specifications, driving innovation and efficiency.
• Designing and executing comprehensive impact analyses for the calculation of Risk Weighted Assets (RWA), Expected Loss (EL), and other critical risk measures, providing strategic insights to senior management.
• Leading the execution of periodic IFRS9/ST regulatory exercises, managing internal processes, and conducting thorough analyses of results produced by IFRS9/ST engines to inform decision-making.
• Collaborating closely with the internal Independent Model Review team throughout the model development, monitoring, and review processes to ensure compliance and best practices.
  
  

• Minimum 8 years of credit risk analysis experience, with a proven track record in leadership roles. Relevant working experience in a bank, rating agency, consultancy or advisory company.
• 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.
• Strong database and credit risk systems experience, including proficiency in coding with Python, SAS, MS Excel/VBA, and SQL.
• In-depth understanding and interpretation of regulatory rules, model governance and controls.
• Demonstrated ability to take ownership of complex data-related issues, providing innovative solutions and driving improvements. Proven ability to manage complex projects under tight deadlines,
• Exceptional attention to detail and accuracy, with a commitment to delivering high-quality results.

• Competitive salary
• Annual performance-based bonus
• Additional bonuses for recognition awards
• Multisport card
• Private medical care
• Life insurance
• One-time reimbursement of home office set-up (up to 800 PLN)
• Corporate parties & events
• CSR initiatives
• Nursery and kindergarten discounts
• Language classes
• Financial support with trainings and education
• Social fund
• Flexible working hours
• Free parking

Hays Poland sp. z o.o. is an employment agency registered in a registry kept by Marshal of the Mazowieckie Voivodeship under the number 361.