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Analyst (Market Risk team)

Cyclad Sp. z o.o.

Kraków, małopolskie

Cyclad Sp. z o.o.

Analyst (Market Risk team)

Od: Cyclad Sp. z o.o.
Miejsce pracy: Kraków

Rodzaj pracy: Pełny etat

Rodzaj umowy: Na czas nieokreślony

Ilość wakatów: 1

Minimalne doświadczenie: Od 3 do 5 lat

Wykształcenie: Wyższe licencjackie

Branża: Praca Analityka, Praca Bankowość, Praca IT - Programowanie / Analizy

Cyclad Sp. z o.o.

Project information:

  • Industry: Finance
  • Type of projects: development of company’s Risk system
  • Location: Cracow, currently 100% remote
  • Project language: English
  • Start date: depending on candidate’s availability

Project scope/domain:

  • Conduct predominantly quantitative analysis and perform investigations as well as analysis into risk metrics
  • Support risk managers with implementation, calculation, calibration and maintenance of risk measures
  • Perform risk limit monitoring and provide guidance on limit breaches with appropriate escalation
  • Generate ad hoc and bespoke risk reporting for senior management
  • Perform consolidated risk reporting and analysis of risk measures (sVaR, VaR, RNIV, etc.) at different levels across Global Banking & Markets business for internal and external use
  • Execute processes and provide analytical capability and support to the risk managers
  • Run FRTB Standardized Approach capital process
  • Identify and escalate issues to Risk Management through review and validation of risk data, controls and reporting
  • Support internal initiatives to deal with regulatory challenges as well as optimise the control framework of the Traded Risk function
  • Assist with the delivery of Traded Risk projects
  • Support the change delivery of risk systems at a global level across a project’s lifecycle including providing requirement, assisting development and UAT testing
  • Develop and implement new reports to improve risk visibility
  • Act as a subject matter expert with respect to market/counterparty risk processes

Competence demands:

  • University graduate in finance, mathematics, computer science or any other quantitative related degrees
  • Relevant experience in banking e.g. Risk, Product Control, Front Office, Middle Office
  • Knowledge of financial markets, trading business as well as market and credit risk concepts
  • Good understanding of key risk factors for products, risk sensitivities and how they are measured as well as risk management techniques and practice
  • Understanding of credit risk metrics inc. LGD, EAD, PD
  • Previous exposure to risk calculations, systems, VaR, IRC, RWA reporting and regulatory framework
  • Advanced knowledge of Microsoft Office
  • Desirable working knowledge of software/database development tools (VBA, Python, SQL, etc.)
  • Preferably international financial/risk accreditation e.g. CFA, FRM, PRM for experienced candidates
  • Familiar with the concept of FRTB, prior experience in this field is desirable
  • Excellent analytical and problem - solving skills
  • Fluent English

We offer:

  • Opportunity to participate in large-scale projects for one of the largest banking and financial services institution in the world
  • Stable employment contract (B2B, regular employment contract)
  • Good working atmosphere in a harmonious team
  • Multisport card and private medical care (Signal Iduna)

Prosimy o aplikowanie poprzez przycisk znajdujący się po prawej stronie ogłoszenia.
Cyclad Sp. z o.o.

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