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
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