Portfolio Credit Risk Management Lead Analyst

Czym będziesz się zajmować?

• Serve as Model Sponsor Delegate for a designated portfolio of wholesale risk rating models within the PMG Risk Ratings team
• Act as first-layer reviewer across all model lifecycle stages: review Model Development Documentation, assess model performance, assumptions and limitations
• Support remediation of model limitations through root cause analysis and design of overlay methodologies
• Ensure adherence to model control and governance frameworks, including model inventory reviews, attestations and model decommissioning
• Conduct model and portfolio-level risk analysis on rating distributions, qualitative adjustments and downstream impacts on stress testing and reserves
• Partner with Model Sponsors, Model Developers, Model Risk Management and regulators on governance activities, reviews and audits
• Liaise with technology teams to ensure proper implementation of model methodology, including UAT activities
• Hybrid working model with up to 2 days working from home per week

• 5+ years of experience in the financial industry, predominantly in credit risk, model risk management or wholesale banking
• 3+ years of direct experience in model risk review and challenge, model development or sponsorship, with hands-on involvement in wholesale internal risk rating or PD models
• Comprehensive understanding of quantitative and qualitative wholesale credit risk methodologies and regulatory requirements; familiarity with SR 26-2 / OCC 2026-04 guidance is highly desirable
• Proficiency in Python, SQL and Tableau for data analysis and model performance testing
• Proficiency in Microsoft Office, particularly Excel, PowerPoint and Word
• Good understanding of wholesale credit portfolios, financial instruments and credit risk drivers
• Strong organizational, project management and communication skills
• Bachelor's degree required; Master's degree in Finance, Economics, Statistics or Mathematics preferred; CFA or FRM is a plus

• Zarządzanie Ryzykiem Kredytowym
• Model risk management
• Python
• SQL
• Tableau
• Analiza danych
• MS Excel
• Zarządzanie projektem
• Komunikacja
• Zarządzanie interesariuszami

• MS PowerPoint
• MS Word

• Polski
• Angielski

• 18.6k–31.7k PLN brutto/m (Umowa o pracę)
• Umowa o pracę - Stałe godziny pracy (100%)
• Praca zdalna: Brak
• Pakiet medyczny, Ubezpieczenie, Pakiet sportowy

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