Group Manager in Model Development team
Wroclaw
NR REF.: 1145697

For our client - global investment banking corporation - we are looking for Data Scientist experienced in Risk Model Development and people management to join our Model Development team located in Wrocław as a Group Manager.

Duties:
• Market Risk Modeling and Pricing of a wide variety of financial asset classes, PFE and VaR calculations for counterparty credit limit
• Perform backtesting, benchmarking for the current model and design and implement new adhoc stress tests to capture micro-macroeconomic market dynamic
• Communicating with trading desks and legal department to understand the business and legal aspects of the trades that could impact in risk aggregation,
• Interact with technology for market data standard and model integration, and also model risk management group for timely delivery of model maintenance
• Lead and manage resources for Risk and Compliance Global Centers to enable the success of the department by:
- managing resources through active management (hold regular one-on-ones), developing our resources (support training goals) and engaging the team (build talent, onboard, recruit)
- communicating with peers and management regularly to proactively surface issues, identify opportunities and escalate when necessary
- conducting responsibilities of the Local Manager in a manner that build a sense of community
- execute on administration within R&C or Corporate guidelines

Requirements:
• Ph.D. or Master’s degree in mathematics, physics, engineering, or other quantitative field is a plus, but not an absolute requirement.
Essential experience/skills:
• Strong quantitative background and creative problem solving skills with an ability to describe complex systems in simple terms.
• Previous experience in a team lead position or people manager’s role
• Advanced experience in programming languages (Python, C/C++, R, MATLAB)
• Ability to work in a high-pressure environment and a good team player.
• Must be extremely focused, detail oriented, results oriented and highly productive.
• Prior experience of financial products such as RMBS/CMBS/ABS is a plus.
• Excellent communication and writing skills.

What we offer:
• Full time contract of employment
• City Centre locations close to main railway station and flexible working arrangements
• Flexible benefits package, including life and medical insurance, health screening, fitness discount programme, employee assistance program
• Award-winning Wellbeing Program supporting you with your unique health and wellbeing needs
• Pension scheme
• On-site childcare and a parental buddy programme
• Exciting opportunities for career and global mobility
• Diverse and inclusive environment
• Employee Referral Program
• Recognition programmes
• A multitude of opportunities to get involved in charity projects and Employee Resource Groups (ERGs)