Senior Assistant Vice President (Quantitative Analyst)
Our client is one of the largest banking and financial services institutions in the world, located in Kraków.
Your new role
The role is located in Group Risk and has global reach through the implementation of globally consistent wholesale models and methodologies in all of the company's regions.
The jobholder will work on wholesale portfolio methodologies, model development and support the model implementation.
He/she will abide by the Group business risk and control management policy by containing Information risk in conjunction with relevant Compliance Department. He/she will continually re-assess the operational risks inherent in the business, taking account of changing economic or market conditions, legal and regulatory requirements, operating procedures, management restructures, and the impact of new technology in conjunction with other Group companies.
• Development, validation, and maintenance Stress Testing & IFRS9 methodologies.
• To develop wholesale credit PD, LGD, EAD and impairment projection models and methodology for use in Stress Testing, IFRS9 and portfolio management
• Support development of global methodology frameworks, development and assessment procedures, review of regional model developments, functional specifications for globally consistent model implementation
• Work with Change Delivery and stakeholders in Risk, Finance and the Global Businesses to make sure that models are implemented in a robust, globally consistent manner, and are used to support Business decision making, risk management, accounting and regulatory requirements.
What you'll need to succeed
• MSc and / or Ph.D. in a quantitative quantitative or technical field such as Statistics, Mathematics, Physics, Operational Research, Computer Science
• Good understanding of statistics and familiarity with sophisticated tools for numerical analysis
• Good knowledge of wholesale credit analytics, as well as wholesale credit business and wholesale credit products
• Knowledge in programming in Python, SAS, R, MATLAB.
• Knowledge of PD, LGD and EAD modelling
• Knowledge of impairment assessment approaches IFRS 9 and/or Stress Testing
• Understanding of model governance and controls
• Relevant working experience in a bank, rating agency, consultancy or advisory firm
What you'll get in return
• Long-term job in one of the largest banking and financial services organization in the world
• Interesting path of career in an international organization
• Language / Studies Reimbursement Scheme
• Professional trainings
• An environment where you will be given space to take ownership and accountability for your work
• A Team of professionals that will help you develop & succeed
• Exposure on all the of company's lines of business and markets
• Employees’ benefits: private medical and dental health care, Multisport Card, life insurance
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
Rodzaj pracy: Stała
Nr ref.: 1157816
Data publikacji: 2021-11-25
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