Your new role

Key Accountabilities 

• 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.
• 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.
• Overseeing the development and testing of complex programs, dashboards, and tools in alignment with business specifications, driving innovation and efficiency.
• Collaborating closely with the internal Independent Model Review team throughout the model development, monitoring, and review processes to ensure compliance and best practices.
• 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.

What you'll need to succeed 

• Credit risk analysis experience, with a proven track record in leadership roles.
• Extensive exposure to credit model methodologies, data requirements for AIRB, IFRS 9, or stress testing modelling, with a deep understanding of their implications on risk management.
• Demonstrated the 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, SAS, MS Excel/VBA, and SQL.
• 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.
• Proven ability to manage complex projects under tight deadlines, demonstrating strong organisational skills.
• Excellent communication skills, with the ability to convey technical concepts effectively to both technical and non-technical stakeholders.
• Strong collaborative skills, with the ability to work effectively as part of a team and engage with key customers and stakeholders.
• Fluency in written and spoken English, with outstanding documentation, presentation, and communication skills.

What you'll get in return 

• Long-term job in one of the largest banking and financial services organisations in the world
• Interesting path of career in an international organisation
• Language / Studies Reimbursement Scheme
• Professional training
• An environment where you will be given space to take ownership and accountability for your work
• A team of professionals that will help you develop & succeed
• Employees’ benefits: private medical and dental health care, Multisport Card, life insurance

What you need to do now 

If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.

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.