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:
Quantitative Analyst with German
Location: Kraków
Key Accountabilities:
Credit risk models’ quality, methodology and design directly impact business investment decisions through loss given default and exposure at default and probability f default (LGD, EAD and PD)
Credit risk models directly impact bank’s capital position
Credit risk models impact business portfolio management decisions (by allocating of the capital to different business lines and sectors)
Requirements:
Minimum 1 year of wholesale modelling experience
Desirable Masters/PhD level in Math (or equivalent)/Science/Engineering discipline)
Desirable experience with Moody’s RiskCalc and RA5
Excellent understanding of AIRB modelling, IFRS9 and stress testing
Proficiency in manipulation of large data sets and excellent understanding of credit risk related data
Excellent knowledge of SAS data manipulation and statistical analysis is of benefit
Excellent communication skills and the ability to maintain close working relationship with related parties
Fluency in English and German (written and spoken) is expected for this role
Assisting to develop and implement the changes in process, including policy and procedure.
Good understanding and interpretation of regulatory rules
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.”