Risk Strategy and Capital Department is a team co-creating and actively shaping risk management processes in Bank Handlowy w Warszawie SA. Our employees are responsible among others for modelling, capital planning, internal and external reporting (KNF, NBP, EBA), advanced data analysis, development and maintenance of management information systems and processes.
- Developing, enhancing the methods of measuring and analyzing risk for credit risk, counterparty credit risk, provisioning and model related policies and documentation.
- Developing, enhancing the methods of measuring and analyzing risk in capital plannig, Risk Appetite methodologies and infrastructure.
- Developing and defining the overall framework and principles of Risk Capital and metrics to measure economic capital usage
- Participating in project in terms of development, testing models, constant improvement of risk analytics, modeling and optimization.
- Providing analytical support on wide range of analysis, preparing business as usual and ad-hoc analysis and reports.
- Participating in regulatory based projects, stress testing, capital planning.
- Building relationships with key internal and external stakeholders.
- Interface with Risk Managers, Business Managers, Finance and Technology counterparts to ensure robust execution and compliance with all requirements.
- Proven analytical skills, with the ability to identify root causes and trends and anticipate horizon issues.
- Good knowledge of banking products, risk processes and controls with good understanding of regulatory requirements and risk management framework - including credit risk models, capital planning, risk capital, risk adjusted performance measures.
- Programming skills (e.g. SAS, SQL, R, Python). Knowledge of tools like VBA preferable.
- Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences.
- Proficient in Microsoft Office (Word, Excel, and PowerPoint)
- 3-5 years experience in model implementation/validation/development preferable.
- Strong analytical skills, conceptual thinking and the ability to draw conclusions.
- English and Polish, allowing free verbal and written communication.
- Bachelor’s/University degree or equivalent experience.
The role of Modelling Analystis located at Bank Handlowy S.A. in Warsaw: