Manager – Model Development and Monitoring for Wholesale Banking Portfolios

We are seeking a Manager – Model Development and Monitoring for Wholesale Banking Portfolios for our client in the banking industry.

The successful candidate will join a department that specializes in the development and management of credit risk, ALM, and operational risk models. These models, including IRB and IFRS9 (PD, LGD, EAD) for both retail and wholesale portfolios, as well as non-regulatory models, are crucial to our client's success. As a Manager in credit risk modelling, you will have the opportunity to utilize and expand your expertise in management and credit risk modelling, employing the latest modelling methods, tools, and data processing technologies.

Responsibilities:

• Share knowledge and ensure team members possess the necessary competencies and skills;

• Plan, coach, assess, and professionalize your team members;

• Evaluate the complexity of requests and plan yearly activities;

• Recruit and onboard new talents;

• Support your teams in the development, calibration, and monitoring of IRB and IFRS9 models for Wholesale Banking portfolios (e.g., Large Corporate, Financial Institution);

• Guarantee the highest quality of team results and prevent conceptual errors;

• Interact with stakeholders;

• Establish standards for development, innovation, and knowledge safeguarding in your field of expertise.

Requirements:

• A minimum of 8 years of experience in credit risk management and/or modelling;

• At least 3 years in a managerial position, including team and project management;

• Experience in building, updating, monitoring, and maintaining IRB and IFRS9 models;

• Understanding of key regulations related to credit risk model development and monitoring;

• Profound knowledge of statistical modelling and econometric methods;

• Skilled in Stakeholder Management, capable of building trustworthy relationships with customers;

• Ability to support both internal and external customers, meeting and understanding their needs and expectations.

Nice to have:

• Experience with statistical programming (Python and SAS preferred) and building automation solutions for model development and monitoring;

• Familiarity with corporate banking products, risk management, and models;

• Knowledge of agile methodologies;

• Professional certification (FRM/PRM/CFA or CQF);

• Strong analytical and problem-solving skills;

• An independent, creative, and proactive mindset;

• Experience in establishing standards and templates for annual model monitoring.

Our Client Offers:

• Stable employment in a global company under an employment contract;

• Engagement in interesting and international projects;

• Access to the latest technologies;

• A thoughtful approach to personal development;

• A training budget;

• Free English courses;

• Private medical care;

• A MultiSport card;

• Integration events;

• An annual bonus;

• Flexible working hours (start time between 7:00 and 9:00).