Portfolio Credit Risk Lead — Model Governance & Analytics

HeadHR

Warszawa

Hybrid

PLN 180,000 - 300,000

Full time

5 days ago

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Benefits offered by this job

Hybrid work model

Job summary

HeadHR is seeking a Model Risk Reviewer to serve as a Sponsor Delegate for a portfolio of wholesale risk rating models within the PMG Risk Ratings team. You will review development documentation, assess model performance, assumptions and limitations, and support remediation through targeted analysis.

The role requires 5+ years in finance, 3+ years in model risk review or sponsorship, plus Python/SQL/Tableau and strong communication.

Qualifications

5+ years in the financial industry, focused on credit risk or model risk.
3+ years in model risk review, development, or sponsorship with wholesale risk models.
Strong knowledge of quantitative and qualitative wholesale credit risk methodologies and regs.

Responsibilities

Serve as Model Sponsor Delegate for wholesale risk rating models within PMG Risk Ratings.
Act as first-layer reviewer across model lifecycle: review docs, assess performance, assumptions and limitations.
Support remediation of model limitations via root cause analysis and overlay methods.
Ensure governance: model inventory, attestations and decommissioning.
Conduct portfolio-level risk analysis on rating distributions and stress testing impacts.
Collaborate with sponsors, developers, MRM and regulators on governance and audits.
Coordinate with technology teams to ensure proper implementation and UAT.