Manager (AVP) Wholesale Impairment and Stress Testing
Kraków
NR REF.: 1183034

Your new company

One of the world’s largest banking and financial services organisations. Our global businesses serve more than 40 million customers worldwide through a network that covers 63 countries and territories. We use our unique expertise and capabilities to provide specialised services – our people range from technologists transforming the banking experience to operations professionals managing 1.7 trillion payments a year. Our Purpose – Opening up a world of opportunity – explains why we exist. We are bringing together the people, ideas and capital that nurture progress and growth, helping to create a better world – for our customers, our people, our investors, our communities and the planet we all share.

Your new role

• Support model change review by performing ECL sensitivity and impact analysis using suite of available analytical tools.

• Provide guidance on several credit risk models and its methodologies, their limitations under each of its use cases.

• Prototype analytical tools and methodologies to support management decisioning process and use cases of different stakeholders across the Bank.

• Review and challenge model outcome and results including supporting key issues and enhancements.

• Review, analyse and report the Group-level expected credit loss / loan impairment numbers and provide insightful trends, analytics and forecast for future periods.

• Articulate trends in PDs, LGDs, EADs and ECLs in terms of modelling and non-modelling drivers of the Wholesale portfolio, and relate to macroeconomics, methodology, credit policy.

• Manage Business Impairment Committee requirements with the responsibility to review packs and ensure a thorough review and challenge of the numbers by internal and external stakeholders.

• Build ad-hoc analytical tasks (e.g. ECL impact estimates or management overlays for tackling model limitations etc.).

• Working with various internal and external teams across various divisions to provide and support analysis of impact on business portfolio strategy.

• Provide and support analysis of new and emerging trends in credit risk space like but not limited to Climate Risk impact, Geo-political risk and other broader macro events.

• Actively monitor regional practices and guide delivery to ensure that they are in line with Group policies.

What you39ll need to succeed

• Strong experience of IFRS9, Stress testing or involvement in large regulatory change in a large bank is essential.

• Ability to prototype analytical tools by leveraging IT skills in Excel/VBA or Python and knowledge of Credit Risk analytical methodologies / frameworks.

• Good understanding of Impairment related processes including systems, models and reporting aspects across credit risk and finance functions.

• Strong problem-solving/analytical abilities, needs to be able to distil complex problems into manageable parts and plan work accordingly.

• Excellent communication skills and ability to articulate complex information in clear and structured way to suit audience.

• Ability to a provide a proactive focus on risk/issue identification and mitigation, recognising where MI should be escalated for further review.

• Knowledge and in-depth understanding of new and emerging trends in the credit risk space like but not limited to Climate Risk, Macros trends, industry sector trends etc. will be essential.

• Promote a culture of control awareness and best practice across the IFRS 9 impairment process.

• Ability to effectively work with global and regional teams in Risk, Finance and relevant Transformation functions.

• Proven ability to take ownership and accountability – “Self Starter”.

• ‘Can Do’ attitude and strong focus on getting things done.

What you39ll get in return

• 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.

• Corporate parties & events.

• CSR initiatives.

• Nursery and kindergarten discounts.

• Language classes.

• Financial support with trainings and education.

• Social fund.

• Flexible working hours.

• Free parking.

What you need to do now

If you39re interested in this role, click 39apply now39 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.