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GRA Stress Testing

Kraków, małopolskie

HRO Recruitment

Opis stanowiska pracy

HRO Recruitment 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 Stress Testing

Location: Cracow

 

Accountabilities:

• The environment in which Risk Analytics, and model validation, operates is fast-developing owing to the regulatory pressure of Basel 3/CRD IV, accounting pressures of IFRS 9 which demands ever more comprehensive assessment of models, risk rating systems and measurement of model risk

• Expertise in highly technical areas (e.g. statistical analysis) is required as well as deep understanding of credit processes, and business products

• The ability to communicate technically detailed information simply and clearly so that stakeholders understand the impact upon them is essential

• Undertaking original research that helps in ensuring the bank’s leading position in risk analytics

• Delivery of model monitoring reports working closely with the wider GRA Team

 

Responsibilities:

• Automate the CCAR models developed by HNAH wholesale team

• Develop and implement CECL based stress testing framework

• Perform/support execution of stress testing for CCAR/DFAST/PRA/EBA exercise

• Develop decks and documents for senior management, IMR, Audit, BRCM, and Regulators etc.

• Perform Quarterly BAU Stress testing for RMM and Risk Senior Management.

• Maintain and Manage existing STAT tool and infrastructure

• Work on migration of the tool to Cloud (PoC completed)

• Liaise with New Business growth enabling analytical framework to be developed in the tool (new initiatives)

• Respond on the adhoc requests for analysis/ reports from Business/Risk/Finance management

• Timely provide response to the regulatory questions during the CCAR exam.

• New initiative/ POC’s undertaken by the team, like including model monitoring and validation framework within the tool

 

 

Requirements:

• Academic qualifications that give a strong background in quantitative analysis and programming

• Strong experience (at least 2 years) in programming on R or Python or Java or C++(R is preferred)

• Web application development experience

• Prior experience of development and implementation of statistical models

• Proficient in working with databases like Microsoft SQL, My SQL etc.

• Knowledge of credit risk analysis and financial regulations

• Good attention to detail and accuracy

• Ability to work as part of a team with key customers and stakeholders

 

We offer:

• Stable job in professional team,

• Interesting path of career in an international organization,

• Consistent scope of responsibilities,

• Private health care, employees’ benefits.

 

 

Prezentacja firmy

HRO Recruitment to brand firmy HRO Personnel, dynamicznie rozwijającego się dostawcy... usług w obszarze rekrutacji i zarządzania zasobami ludzkimi (numer wpisu do rejestru 6696). Świadczymy usługi w zakresie realizacji projektów z obszaru zarządzania zasobami ludzkimi – w tym usługi rekrutacyjne na wszystkie szczeble zarządzania, pracy tymczasowej, outsourcingu kadrowo-płacowego oraz outsourcingu personelu.   Rozwiń

Informacje dodatkowe

Ostatnia aktualizacja:
24/03/2019
Wymiar etatu:
Pełny etat
Rodzaj umowy:
Na czas nieokreślony
Liczba wakatów:
1
Min. doświadczenie:
1 rok
Min. wykształcenie:
Wyższe licencjackie
Branża / kategoria:
Praca Finanse , Praca IT - Project Management
Zapisz ofertę
do góry