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
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)