Manager (AVP) Wholesale Impairment and Stress Testing

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.