HRO Recruitment is a specialist traditional recruitment business. HRO Recruitment is a brand of HRO Personnel Sp. z o. o. HRO Personnel is a Human Resources service provider operating under number 6696.
We are working as a recruitment provider searching on our Client's behalf for a person in the following role:
Market Risk Senior Analyst
Location: Kraków
Key Accountabilities:
Assess and validate the performance of risk models using real world data. The model could be an existing or a new model,
Understand the features, assumptions and limitations of the model, propose a validation approach, identify target market data for the purposes of validation and undertake the validation within agreed time lines,
Participate in adhoc projects as they arise from time to time and provide any information relating to in a prompt and coherent fashion,
Suggest improvements to the existing frameworks with a view to automate systems and help implement agreed changes,
Identify areas for efficiency improvements, automation and enhanced controls in existing processes,
Document proposed changes and agree with the on-shore process team prior to implementation. Document all process changes and improvements to reflect the latest process
Being able to clearly explain model details to other areas of the bank in non-technical language, and assisting in the on-going usage of these models in a day-to-day risk management setting, e.g. helping to explain significant model value changes.
Requirements:
Qualification in Maths/Engineering/Science/Finance/Business Management,
Strong analytical skills and experience in market risk analysis,
Professional qualifications such as FRM/PRM/CFA Levels are an added plus,
Good understanding of statistics,
Excel and VBA skills are a pre-requisite,
Familiarity with sophisticated tools for numerical analysis (eg. Matlab),.
Basic understanding of market risk measures and derivative products,
Ability to work under pressure and to tight time-lines is essential,
Strong analytical skills,
Competent in the production of information, and the ability to process and analyse large volumes of data,
Open personality and effective communication skills, ability and flexibility to work in an international team,
Ability to write clear and understandable documents,
Desire to learn and grow in a challenging environment.
We offer:
Stable job in professional team,
Interesting path of career in an international organization,
Consistent scope of responsibilities,
Private health care, employees’ benefits.
Please add the following clause to the end of your submitted CV: “I hereby consent for HRO Recruitment, a brand of HRO Personnel Sp. z o.o. with their head office in Warsaw at Puławska 182, to use my personal details hereby submitted for their recruitment process (documenting and processing personal information and forwarding said information to their clients within the structure of the client’s recruitment projects) in accordance with the Law on Protection of Personal Data (Dz. U. 2002 r. Nr 101 poz. 926) until I submit a written withdrawal of consent. I confirm that I was informed of the right to modify, access and protect my personal information.”
