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:
Quantitative Analyst – 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:
Understand how the Credit Economic Capital model is used in a leading financial institution.
Identifying and documenting business requirements/BRD 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.
Work with Market Risk analyst to explain outcomes of internal models and sensitivity analysis (Greeks)
Worked on strategic implementation and UAT support
Collaborate with IT analysts and developers to implement changes to the model
Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications
Work with a wide range of stakeholders including trading, IT, and group risk management
Requirements:
Understanding of Expected Credit Loss (ECL) Model
Good understanding Credit Risk Methodologies, Private banking spread models
Experience in Credit/ market risk measurement within an investment bank or other financial institution; previous VaR or Economic Capital experience is required.
Experience in market risk implementations, experience in similar regulatory capital calculation implementations preferred.
Good understanding and experience in ERC calculation and market risk measure, models & methodologies.
Good understanding of other Market Risk measurement techniques e.g. VaR, , Economic Capital, IRC, Marginal ERC and Market data
Worked on, Market/ Credit risk management and CRO Change
Strong Communication and interpersonal Skills and Analytical Skills
Knowledge on SQL \ VBA and other scripts would be an added advantage.
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.”
