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:
GRA Expert
Responsibilities:
Contribute to enhancement and development of techniques and methods used to support risk and compliance functions of the bank.
Research robust and objective quantitative techniques, as well as regulations and third party publications in support of model methodologies.
Developing innovative models, methodologies and tools that help in identifying, defining, classifying and measuring risks within the bank.
Write and review technical model documentation to a very high standard.
Assist in defending challenges to the model and addressing observations from internal and external stakeholders including regulators across multiple jurisdictions.
Provide ongoing support to the users of models developed in the bank.
Models built are used for identifying and measuring market risk, credit risk, operational risk, financial crime compliance and Regulatory Compliance.
Requirements:
Advanced university degree in Statistics, Econometrics or other quantitative disciplines
Risk modelling experience: 2-3 years’ experience in the financial services industry
Strong mathematical programming skills in high-level languages (e.g. MATLAB, SAS, R, Python)
Good communicator with strong inter-personal and influencing skills
Lateral thinker with an ability to interpret and solve complex issues
Ability to develop practical, cost effective solutions to complex global issues
Curiosity and willingness to learn and share in a team environment.
Offer:
Stable job in professional team,
Interesting career path in an international organization,
Private health care, employees’ benefits,
Courses & training for our employees,
Modern office buildings near the city center of Kraków and possibility of remote working.
