GSC: AVP / Senior AVP, Wholesale Credit Risk

Polska
Stała
Pełny etat

9 dni temu

Job Advert DetailsSome careers shine brighter than others.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 opportunityThis role will be responsible for credit risk models development within Wholesale Credit Risk GRA team. The focus will be mainly on supporting AIRB methodology development with possible projects in stress-testing (ST) and IFRS 9 areas. Apart from model development as the dominating area of the work, your involvement in all other stages of risk model lifecycle might be required.What you'll do

Work as part of model development teams developing new wholesale credit risk scorecards (PD, LGD, EAD) for global and regional portfolios. Support deployment and maintenance of live models.
Support or drive enhancement of existing credit risk scorecards in order to improve their performance or their applicability to other risk measurement or regulatory requirements.
Be involved in data improvement initiatives to support model development.
Participate in model usage forums, governance committees and technical panels.
Liaise with internal Independent Model Review team during model development, model monitoring and review processes.

What you need to have to succeed in this role

University degree in a quantitative or technical field.
Good understanding of statistics and familiarity with sophisticated tools for numerical analysis.
Minimum 3 years (AVP) or 6 years (Senior AVP) of credit risk modelling experience.
Good exposure to credit model methodologies and data requirement for A-IRB (preferable), IFRS 9 or stress testing.
Proven ability to take ownership of your work and solve complex modelling related issues.
Strong database and credit risk systems experience including coding in Python (preferable), SAS, R, SQL, VBA.
Good understanding and interpretation of regulatory rules.

What we offer

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 discounts
Financial support with trainings and education
Social fund
Flexible working hours
Free parking

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

Online behavioural test (for external candidates only)
Telephone screen (for external candidates only)
Zoom interview with the hiring manager

We are looking to hire as soon as possible so don't wait and apply now!You'll achieve more when you join HSBC.We thank all interested candidates for their applications. We reserve the right to contact only selected candidates.In case you would like to resign from participation in recruitment process or withdraw previously sent to us application, please email us at: krakow.recruitment@hsbc.com

HSBC

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