Model Development Bureau Director, Citi

Citi

Location:
Poland, Warsaw

Category:
-

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

Modeling, Monitoring and Risk Reporting Department is a team co-creating and actively shaping processes related to risk management in Bank Handlowy. We report for the purpose of European regulators (KNF, EBA) and US (OCC, FDIC) as well as develop statistical models and perform advanced data analysis, which in practice have a huge impact on all business decisions made by the bank.

Job Responsibility:

Run stress test model development projects for regulatory reporting purposes
Develop and maintain scoring models and other tools supporting credit portfolio management
Calculate provision for retail bank under IFRS 9 and USGAAP accounting standards
Calculate capital requirements for retail bank under IFRS 9 and USGAAP accounting standards
Design and develop modern models of risk assessment and customer creditworthiness, based on new data sources
Manage a team of employees
Support retail risk in credit portfolio management
Maintain and develop of management information systems in the area of credit risk
Perform and analyse results of stress tests
Ensure processes and procedures compliance with the law and internal regulations

Requirements:

Min. 6 years of professional experience in the financial sector, of which at least 4 years in the area of credit risk, in units related to modeling, reporting, validation, quantitative analysis
Experience in development and implementation of scoring models
Knowledge of the principles of impairment losses calculation in IFRS 9 standard
Experience in development and implementation of stress test models
Very good knowledge of banking system operation and retail bank products
Knowledge of Credit (Information) Bureau data exchange topics
Strong programing skills in SAS 4GL and SQL
Very good knowledge of the MS Office package (MS Excel, Access, Power Point)
Higher education (preferred master's degree) in science like Mathematics, Statistics, Physics, Econometrics
English and Polish, allowing free verbal and written communication
Strong analytical skills, conceptual thinking and the ability to draw conclusions
Very good work organization, skills of work under time pressure and complete assigned tasks in a timely manner
Ability to work on many projects at the same time

Nice to have:

Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics
Credible Challenge, Laws and Regulations, Management Reporting, Referral and Escalation, Risk Remediation

What we offer:

Job contract and social benefits (private medical care, fitness card, life insurance, pension programme, co-financing of cultural and entertainment events and more)
Flexible and partly-remote working conditions

Additional Information:

Job Posted:
June 26, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Model Development Bureau Director