Director of the Department of Risk Modeling, Monitoring and Reporting

Director of the Department of Risk Modeling, Monitoring and Reporting is accountable for management of complex professional disciplinary areas. Leads and directs a team of professionals. Requires a comprehensive understanding of multiple areas within a function and how they interact in order to achieve the objectives of the function. Applies in-depth understanding of the business impact of technical contributions. Strong commercial awareness is a necessity. Excellent communication skills required in order to negotiate internally, often at a senior level. Some external communication may be necessary. Accountable for the end results of an area.

Responsibilities:

• Conducts projects to develop stress test models for regulatory reporting purposes;

• Performs stress tests and analyzes their results;

• Develops and maintains scoring models and other tools supporting credit portfolio management;

• Develops and maintains models used to calculate provisions in accordance with IFRS 9 for retail banking;

• Automates and implements statistical models to the production environment;

• Calculates provisions for retail banking in accordance with IFRS 9 and USGAAP accounting standards;

• Calculates capital requirements for retail banking;

• Designs and develops modern models for assessing customer risk and creditworthiness based on new data sources;

• Performs advanced analyses of acquisition and quality of the credit portfolio;

• Develops and maintains database structures for reporting in accordance with USGAAP and IFRS 9;

• Supports Retail Risk in credit portfolio management;

• Develops new data presentation methods;

• Maintains and develops management information systems in the area of ​​credit risk;

• Works with large datasets and complex algorithms to solve data science challenges;

• Ensures compliance of processes and procedures with the law and internal regulations;

• Full management responsibility of a team including management of people, performance evaluation, providing leadership.

Qualifications:

• Masters degree;

• 10+ years experience covering the indicated area of responsibility;

• Sound knowledge of statistical modeling concepts and industry best practices; experience with developing and implementing econometric and statistical models and application risk scoring;

• Experience in developing and implementing IFRS 9 models;

• Experience in calculating expected credit losses in the IFRS 9 standard;

• Experience in calculating capital requirements;

• Experience in developing stress test models;

• Experience in reporting automation and optimization;

• Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis;

• Experience with analytical or data manipulation tools (SAS 4GL and SQL). Proficient with MS Office suite;

• Ability to deliver compelling presentations and influence executive audiences;

• Excellent communicator; ability to engage and inspire team forward;

• Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators;

• Experience in team management;

• Good command of Polish and English, both written and spoken.

Citi Handlowy offers:

• Job contract and social benefits (private medical care, fitness card, life insurance, pension programme, co-financing of cultural and entertainment events and more. Full list can be found here: www.karierawciti.pl under Benefits for you and Benefits for your loved ones sections);

• Access to e-learning platform (Degreed) as well as English learning platform;

• Possibility to gain globally appreciated work experience;

• Friendly and supportive culture and team;

• Flexible and partly-remote working conditions.

Your personal data will be administered by Bank Handlowy w Warszawie S.A. with its registered office in Warsaw, ul. Senatorska 16. The Bank carries out the processing of your personal data first of all to conduct the recruitment process in which you participate, i.e. in the scope specified in Article 22(1) of the Labour Code (Article 6(1)(c)  of the GDPR). You are entitled to: access your personal data, rectify them, erase them, restrict their processing, transfer your data and object to their processing. More detailed information is available at the website: https://careers.citigroup.com/docs/policies/BankHandlowyPolandPrivacyNotice.pdf?ieNocache=483

Please read the information about internal reports procedure – Whistleblowers Protection Act: BankHandlowyPolandWhistleblowersProtectionAct

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