Rodzaj pracy: Pełny etat
Rodzaj umowy: Na czas nieokreślony
Ilość wakatów: 1
Minimalne doświadczenie: 2 lata
Wykształcenie: Wyższe licencjackie
Branża: Praca Data Science / Analityka danych, Praca Bankowość / Fintech, Praca Księgowość / Audyt / Finanse
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.
Opis stanowiska
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)
Dodatkowe informacje
- Ostatnia aktualizacja
- Wymiar etatu
- Pełny etat
- Rodzaj umowy
- Na czas nieokreślony
- Liczba wakatów
- 1
- Min. doświadczenie
- 2 lata
- Min. wykształcenie
- Wyższe licencjackie
- Branża / kategoria
- Praca Data Science / Analityka danych, Praca Bankowość / Fintech, Praca Księgowość / Audyt / Finanse
Informacja prawna pracodawcy
The Personal Data Controller is Cyclad Sp. z o.o., ul. Chłodna 48/1, 00-872 Warszawa, e-mail: office@cyclad.pl, contact with the Data Protection Officer is available via e-mail: IOD@cyclad.pl. Personal data collected through job applications (CV) within the scope provided for in labor regulations shall be processed in order to allow performance of the ongoing recruitment pursuant to Art. 6(1)(a) of Regulation (EU) no. 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of individuals with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (further referred to as GDPR). In case of giving consent to processing of data for future recruitment processes – personal data shall be processed under the consent, pursuant to Art. 6(1)(a) of the GDPR. If the Application form contains data referred to in Art. 9(1) of the GDPR, it shall be necessary to have the candidates consent for the processing of such data (Art. 9(2)(a) of the GDPR). The consent can be revoked at any time. Withdrawal of the consent shall not affect the lawfulness of the processing that had been performed under the consent prior to its withdrawal.
Personal data provided by the candidate related to:
- participation in a selected recruitment process will be stored until the recruitment process is completed for a given position,
- participation in future recruitment processes will be stored until the candidate's consent to the processing of their data for this purpose is withdrawn, no longer, however, than for 5 years since the last update of the candidate’s data.
Personal data may be disclosed to employees or associates of the Company, entities providing support to the Company on the basis of outsourced services or in accordance with data processing agreements, to entities authorized under the law, as well as to entities collaborating with the Company within the scope of job placement, in order to conduct recruitment processes. After the employee’s consent, personal data may also be disclosed to a potential employer for whom the recruitment process is being conducted.
Submission of the candidate’s personal data within the scope under Art. 221 of the Labor Code is obligatory for participation in the recruitment process. Submission of other data by the candidate is voluntary. No submission of personal data within the required scope or
objection to the processing of such data shall result in lack of possibility to include the Application in the recruitment processes conducted by the Company.
The candidate has the right to access and rectify the contents of their data, remove such data, limit its processing, transfer such data, submit objection to the processing and revoke the consent at any time, without affecting the lawfulness of the processing conducted under such consent before it was withdrawn. The candidate also has the right to file a complaint with the President of the Office for Personal Data Protection when they consider the processing of their personal data to be a violation of the provisions of the GDPR.
Personal data provided by the candidate related to:
- participation in a selected recruitment process will be stored until the recruitment process is completed for a given position,
- participation in future recruitment processes will be stored until the candidate's consent to the processing of their data for this purpose is withdrawn, no longer, however, than for 5 years since the last update of the candidate’s data.
Personal data may be disclosed to employees or associates of the Company, entities providing support to the Company on the basis of outsourced services or in accordance with data processing agreements, to entities authorized under the law, as well as to entities collaborating with the Company within the scope of job placement, in order to conduct recruitment processes. After the employee’s consent, personal data may also be disclosed to a potential employer for whom the recruitment process is being conducted.
Submission of the candidate’s personal data within the scope under Art. 221 of the Labor Code is obligatory for participation in the recruitment process. Submission of other data by the candidate is voluntary. No submission of personal data within the required scope or
objection to the processing of such data shall result in lack of possibility to include the Application in the recruitment processes conducted by the Company.
The candidate has the right to access and rectify the contents of their data, remove such data, limit its processing, transfer such data, submit objection to the processing and revoke the consent at any time, without affecting the lawfulness of the processing conducted under such consent before it was withdrawn. The candidate also has the right to file a complaint with the President of the Office for Personal Data Protection when they consider the processing of their personal data to be a violation of the provisions of the GDPR.
