Description
We are looking for an Assistant Vice President to join our Group Strategic Analytics (GSA) team, which acts as a bridge between the Bank's businesses and infrastructure functions. You will be responsible for designing and implementing credit risk-related calculations and associated reporting to lay the basis for the allocation of constrained resources and capital efficiency programs.
Key Responsibilities:
- Analyze and implement regulatory and internal calculations and reporting working closely with Risk, Finance, and other stakeholders
- Build prototypes and what-if analysis for capital planning purposes and facilitate the strategic re-development of the calculation platform
- Use output of credit risk parameter models (PD, LGD, CCF) to build and implement Counterparty Credit Risk Calculations on the system
- Provide expertise in analytics and management of Credit Risk RWA and other key risk metrics to stakeholders
- Design incentive structures for businesses around financial resource consumption, allocation, and capital optimization
- Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations
Requirements:
- Strong quantitative and analytical skills
- Strong computing and programming skills, including C++ or Python experience in implementation on production-like environments
- Understanding of banking businesses and products or accounting rules
- In-depth knowledge of European banking regulations and accounting standards (e.g., CRR, IFRS 9) and reporting frameworks (e.g., COREP, FINREP, or AnaCredit)
- A strong understanding of capital requirements for implementing credit risk/counterparty credit risk parameter models (PD, LGD, CCF)
- Knowledge of financial products/derivatives, bank balance sheet accounting, and extensive practical application, or additional qualifications such as CFA, or FRM
- Experience with data models and designing new calculation processes
- Excellent written and verbal communication skills in English
What We Offer:
- Best-in-class leave policy
- Gender-neutral parental leaves
- 100% reimbursement under childcare assistance benefit (gender-neutral)
- Sponsorship for industry-relevant certifications and education
- Employee Assistance Program for you and your family members
- Comprehensive Hospitalization Insurance for you and your dependents
- Accident and Term Life Insurance
- Complementary Health screening for 35 years and above