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 numer 6696. We are working as a recruitment provider searching on our Client's behalf for a person in the following role:
Senior Expert – Quantitative Model Validation - Credit or Market risk
Location: Kraków
The position will be a senior position in the team which missions are independent review of the Company models initiation of the development of new techniques in modelling, relations with auditor with respect to models and training of the control function on quantitative methods.
The purpose of the role is to assist the Head of departament in overseeing the work of the Krakow Credit and Market team and bring about coherence over the different sections by creating a “Credit” and “Market” community and taking intellectual ownership over it.
Key Accountabilities:
• Exposure to highly technical individuals working on topics that require very strong analytical abilities,
• Working under pressure to meet deadlines,
• Relationships with team and Krakow senior management,
• Working on multiple projects and initiatives with several sites concurrently,
• Development of innovative quantitative techniques require personal initiative,
• Oversight of the training in their area,
• Help in the project management
• Working with all the Credit or Market team across the world,
• Integrity, conduct and performance against ethical standards.
We offer:
• Stable job in professional team,
• Interesting path of career in an international organization,
• Consistent scope of responsibilities,
• Private health care, employees’ benefits.
Requirements:
1. Education & Experience
• Masters or PhD degree in a numerical subject (Maths, Physics, etc),
• 7 years’ experience in a Quants/Model validation role,
• 10+ years of banking experience,
• Specialization in Credit models or Quantitative Financial Models.
2. Skills
• Good analytical skills,
• Excellent communication skills,
• Excellent interpersonal skills,
• Experience of working as a quantitative analyst or in a relevant highly technical role valuation/risk role,
• Ability to work independtly and/or in a team setting, including leading, coaching, and supporting others.
Keywords – Credit Risk: Credit products (Mortgage, CRE, Cards); Expected Loss Framework: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD); Credit Scorecard Modelling; Decision Tree methodology (Strategy development); IFRS 9; Stress testing; CRR, PRA SS11/13
Keywords – Market Risk: option pricing models, risk neutral pricing, stochastic calculus, time series regression, trading risk, asset management.
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.”
