Senior/Research Analyst
Miejsce pracy: Wrocław, dolnośląskie
Nr ref.: JO-1605-331973
Location: Wrocław
Job description:
Role will require closely working with the Model Development/Model Validation/Risk
Management team at one of the largest UK financial firms.
Your main responsibilities will be:
- Helping the bank with various aspects of the Basel implementation including managing the project plan for Risk Analytics models development and evaluating/testing monthly RWA results for implementation accuracy
- Working on Basel II/III’s related projects (PD/LGD/EAD Models)
- Developing and executing test plans to make sure the compliance with regulatory guidelines, analysing model weaknesses, benchmarking to external vendor models, documenting and reporting the results
Requirements:
- Master Degree (at least)
- Fluent English
- Experience (about 1-3 years) with Risk Analysing (Credit Risk, Market Risk)
- Good understanding of Financial Markets and Banking in the area of Risk Management; familiarity with multiple asset classes will be a plus.
- Experience in model development, model validation or stress-testing
- Should have good understanding of regulations such as BASEL 2/2.5/3, Dodd Frank Act. CCAR etc. and its implication for banks
- Good Analytical/Numerical experience demonstrated by cutting edge quantitative/statistical
- Analysis projects and experience with statistical packages such as MATLAB/SAS/R will be a plus
- Excellent communication skills, both written and oral
Our Client offers:
Competitive salary (employee contract)
Packet of benefits (multisport card, life insurance, medical cover)
Languages courses with native speakers (business English)
Subsistence costs (50%) of the CFA (Chartered Financial Analyst) certificate
Chance to work with strong team and unique projects
If you are interested, please send your Cv in English on: malgorzata.kozlowska@cpljobs.pl