#

Quantitative Analyst with German

HRO Recruitment

Kraków, małopolskie

HRO Recruitment

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.”

 

Aktualnie szukamy osoby na stanowisko:

Quantitative Analyst with German

Miejsce pracy: Kraków
Prosimy o aplikowanie poprzez przycisk znajdujący się po prawej stronie ogłoszenia.

Czy chcesz otrzymywać oferty pracy na podobne stanowiska?

Utwórz powiadomienie e-mail
Zapisz mnie

Zapisani kandydaci otrzymują informacje jako pierwsi.

Podziel się ze znajomymi