Senior AVP- Wholesale Modelling Credit Risk Kraków, Lesser Poland Voivodeship

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If you’re looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a

career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities,

support and rewards that will take you further.

Your career opportunity

This role will be responsible for credit risk methodology development within Wholesale Credit Risk GRA team. The focus will be mainly related to supporting stress-testing (ST) and IFRS 9 methodology development. The role holder will need to develop a good understanding of risk data flows from customer and product systems through to the finance and regulatory reporting systems.

What you’ll do

Execute periodical IFRS9/ST regulatory exercises, run internal processes, analyze results produced by IFRS9/ST engines.
Work with PD, EAD, LGD, scoring models and RWA/ECL calculation frameworks which involves data sourcing, model development and execution.
Design impact analyses for the calculation of Risk Weighted Asset (RWA), Expected Loss (EL) and other measures.
Develop and test complex programs/dashboards/tools according to business specifications.
Liaise with internal Independent Model Review team during model monitoring and review processes.

What you need to have to succeed in this role

Strong experience in credit risk analysis and
Familiarity with credit model methodologies for AIRB, IFRS 9, or stress testing.
Proficient in database and credit risk systems, including Python, SAS, MS Excel/VBA, SQL.
Understanding and interpretation of regulatory rules
Project management expertise with tight deadlines.
Effective communication of technical concepts.
Collaborative teamwork with key customers and stakeholders.
Fluent in written and spoken English.

What we offer

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
Financial support with trainings and education
Social fund
Free parking

If your CV meets our criteria, you should expect the following steps in the recruitment process:

Online behavioural test
Telephone screen
Zoom interview with the hiring manager

We are looking to hire as soon as possible so don’t wait and apply now!

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