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:
Business Analyst/ Project Manager- Credit Risk
Location: Warsaw (or also Zurich)
This opportunity is to join risk consulting practice in Warsaw (or also Zurich), consulting for investment banks in risk modelling and analytics. The Business Analyst / SME will provide detailed analysis support and Business/Functional Requirement documents as well as other necessary artefacts related to operating models, controls, data flows and report specifications.
Key Accountabilities:
Analyzing and reporting of Key credit risk metrics for Material compliance Potential Exposure, Current Exposure, MtM, Notional and SFTQ . Full compliance metrics Country Exposure and ERC .
Additional concentration layers for full compliance are Country of Risk, Product and Transaction Rating
Identifying and documenting business requirements from key business stakeholders.
Conducting deep dive analyses, gap analyses and proposing responses
Work in partnership with key stakeholders and programs to define business solutions that deliver requirements.
Functional Requirement summary for estimation/prioritization
Preparation of Functional Requirement Document/s
Pre Go-Live credit limit analysis and functional change attribution
Flexibility to move to different projects
Requirements:
Experience in Credit risk analytics implementations, experience in similar regulatory capital calculation implementations preferred.
Good understanding and experience in calculation and Credit Risk models & methodologies.
Good understanding of other Credit Risk measurement techniques e.g. PFE/ EEPE and SACCR.
Prior experience on Derivative Products and Risk Scenarios, Stress testing
Flexibility to travel and/or relocate to Zurich/London/Frankfurt/Amsterdam
Excellent communication and presentation abilities required
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.”
