Vp-wholesale Impairment And Stress Testing

• Design and assist in implementing the Global Stress Testing Framework
• Manage the execution of the quarterly Wholesale Internal Stress Test exercise
• Develop new stress testing tools, supporting bottom-up Stress Testing capabilities and methodology enhancements
• Collaborate with GRA (Group Risk Analytics) in understanding the model landscpare and any model deficiencies
• Ability to 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
• Ability to build ad-hoc analytical tasks with ease (e.g. ECL impact estimates or management overlays for tackling model limitations etc.)
• Manage the relationship with regional Stress Testing teams, other group WCR and Business teams
• Support a robust 2Line review & challenge of the PRA Stress Testing numbers, overlay assessment, Group Internal Stress test and Climate Risk stress test results

• Strong experience of IFRS9, Stress testing or management of large regulatory change in HSBC or a large UK bank is essential
• 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
• Previous direct and indirect line management responsibilies will be essential
• Excellent communication skills and ability to articulate complex information in clear and structured way to suit audience
• Good knowledge of credit risk models (PD, LGD, EAD, Staging and ECL)– both in terms of development/validation/monitoring practices and downstream usage of modelled outputs by business/finance/risk, will be an advantage
• 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

Good knowledge of credit risk models (PD, LGD, EAD, Staging and ECL)– both in terms of development/validation/monitoring practices and downstream usage of modelled outputs by business/finance/risk, will be an advantage

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