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Risk Management in Financial Services

pracodawca: Experis Finance
miejsce pracy: Katowice
dodano: 2012-02-07
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Opis:
Develop capital around an integrated macro-economic stress testing for global banks with information about credit, market, liquidity and operational risk impacts Responsibility for quantification, validation of Basel parameters (i.e. PDs, LGDs , EADs) and correlation between assets and industries Develop and validate various categories of risk models (credit, market, operational risk) Lead proof of concept for key banking clients (scoping, staffing, execution, engagement setup) Delivering consulting assignments based on various analytics Cooperation with teams in preparing expertise for Clients
Oferujemy:
Good work conditions Work in a multinational environment Possibilities of personal and professional development Permanent job If you are interested in this offer please send your application to: malgorzata.dabrowska@pl.experis.com
Wymagamy:
At least 8 years risk management experience (Financial Services, Regulatory or Professional Services / Risk Advisory with significant exposure to Capital Management, Basel, Stress Testing, Credit Portfolio Management) Master’s degree (preference Mathematics, Statistics, Economics, Computing, Quantitative Finance) Knowledge of statistical techniques (regression, simulation, classification and forecasting techniques) Understanding of risk regulatory framework of one of the major economies across globe Proficiency in using modules of SAS (i.e. Base, Stat, E- minner, Enterprsie Guide) Fluent English and Polish Willingness to travel Other languages (German, Italian, Russian, French, Spanish) – nice to have