Vice President, Model Development at BNY
Wrocław, Lower Silesian Voivodeship, Poland -
Full Time


Start Date

Immediate

Expiry Date

31 Mar, 26

Salary

0.0

Posted On

31 Dec, 25

Experience

0 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

No

Skills

Credit Risk Measurement, Basel Accords, Risk-Weighted Assets, Probability of Default, Loss Given Default, CECL, Financial Ratios Analysis, Climate Risk Ranking, Quantitative Modeling, Numerical Analysis, Computational Methods, Python, VBA, R, SQL, Presentation Skills

Industry

Financial Services

Description
Credit Risk measurement's concepts: Basel Accords, Risk-Weighted Assets, Probability of Default, Loss Given Default, CECL, Creditworthiness evaluation for various types of wholesale customers, Financial ratios analysis and interpretation, Climate risk ranking and financed greenhouse gasses emissions, Reporting to and communicating with a chief-level stakeholders and regulatory institutions. Graduates of Econometrics/Finance/Economics. Master's degree: 1-2 years of job-related experience, PhD degree: 0-1 years of professional experience. Theoretical background and knowledge of Credit Risk Measurement's concepts: Basel Accords, RWA, PD, LGD, EAD and UGD estimations. Experience with quantitative modeling, numerical analysis, and computational methods with any programming language (Python, VBA, R or SQL are adequate) as well as mathematical/statistical software packages. The candidate must have excellent presentation skills, assertiveness & influencing skills, and ability to explain abstract theoretical concepts to a non-expert audience in an easy-to-understand language. Proficiency in business English. The candidate must be able to communicate professionally in English-speaking environment. He/she will co-operate, report and communicate with English-speaking stakeholders on a daily basis.

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Responsibilities
The Vice President of Model Development will be responsible for credit risk measurement concepts and communicating with chief-level stakeholders and regulatory institutions. The role involves evaluating creditworthiness for wholesale customers and reporting on climate risk and greenhouse gas emissions.
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