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Stress Testing

Kraków, małopolskie

HRO Personnel

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:

 

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

Prezentacja firmy

HRO Personnel to dynamicznie rozwijający się dostawca usług w obszarze rekrutacji i... zarządzania zasobami ludzkimi. Świadczymy usługi rekrutacyjne na wszystkie szczeble zarządzania, pracy tymczasowej, outsourcingu kadrowo-płacowego oraz outsourcingu personelu. Naszym Klientom oferujemy rzetelną, profesjonalną rekrutację pracowników idealnie dopasowanych do potrzeb kadrowych firmy.   Rozwiń

Informacje dodatkowe

Ostatnia aktualizacja:
02/05/2019
Wymiar etatu:
Pełny etat
Rodzaj umowy:
Na czas nieokreślony
Liczba wakatów:
1
Min. doświadczenie:
2 lata
Min. wykształcenie:
Wyższe licencjackie
Branża / kategoria:
Praca Finanse , Praca IT - Programowanie / Analizy
do góry