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
• 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
• 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
• 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
• Stable job in professional team,
• Interesting path of career in an international organization,
• Consistent scope of responsibilities,
• Private health care, employees’ benefits.
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