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 numer 6696. We are working as a recruitment provider searching on our Client's behalf for a person in the following role:
Quantitative Model Validation – Vice President
Location: Kraków
The position will be a senior position in the team which missions are independent review of the models, initiation of the development of new techniques in quantitative finance, relations with auditor with respect to models and training of the control function on quantitative methods.
Key Accountabilities:
• Requires skills to manage a team of highly skilled managers with diverse specializations,
• Exposure to highly technical individuals working on topics that require very strong analytical abilities,
• Ensuring timeliness and quality of the team,
• Relationships with teams across regions, Management Committee, and Krakow senior management,
• Effective prioritization and distribution of available resources among multiple projects
and reviews across several sites concurrently as well as follow up with stakeholders management,
• Participation in Recruitment
• Ensuring the quality, timeliness and accuracy of Krakow team deliverables along with Heads
of Regional teams.
Keywords: option pricing models, risk neutral pricing, stochastic calculus, time series regression, trading risk, asset management, Credit products (Mortgage, CRE, Cards); Expected Loss Framework: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD); Credit Scorecard Modelling; Decision Tree methodology (Strategy development); IFRS 9; Stress testing; CRR, PRA SS11/13
We offer:
• Stable job in professional team,
• Interesting path of career in an international organization,
• Consistent scope of responsibilities,
• Private health care, employees’ benefits.
Requirements:
1. Education & Experience
• Masters degree in a numerical field (Maths, Physics, etc), PhD preferred,
• 10+ years of experience in people and/or process management preferred,
• 10+ years of experience in financial services,
• Experience in the quantitative analysis or in a relevant highly technical field is preffered.
2. Skills
• Demonstrated ability to manage a team of highly skilled individuals,
• Excellent communication skills,
• Excellent interpersonal skills,
• Excellent project management skills,
• Experience in the quantitative analyst or in a relevant highly technical field is preffered,
• Ability to work independtly and/or in a team setting, including leading, coaching, and supporting others.
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.”
