Job Description:
- Headquarter: Warsaw as primary place of work.
- Willing to work at client's locations mostly across Europe, but also other locations, for short or long term.
- Willing to travel min. 50% (annual) of time and could be more. Travel is required and may be 80%-100% on a weekly basis on some projects (typically Monday - Friday) for some periods during the year.
- Minimum Master's degree
- Excellent English communication skills (written & spoken) and good level of the other foreign language e.g. German, Italian, Russian, French, Spanish would be an asset
- 7+ years of overall experience with consulting background and international exposure in the area of risk management with significant exposure to one or more of the following areas:
- Treasury/Market Risk
- ALM, Liquidity Risk, Counterparty Credit Risk, Economic Capital, Stress Testing, Backtesting, Modeling/Validation or Development of Financial Instruments, Hedging and Hedge Accounting
- Knowledge of bank's treasury department processes including back-, middle- and front-office activities
- Knowledge of specific IT platforms like Calypso, MUREX would be an asset
- Credit Risk
- Rating/Scoring models, AIRB models (PD, LGD, EAD), Economic Capital, Loan Impairment, Risk Based Pricing, Forecasting and Portfolio Modelin
- Knowledge of lending process
- Operational Risk
- Mapping of Processes and Business Lines, Loss Database, AMA LDA, RCSA, KRIs, HEAT Maps, Operational Risk Management Process
- Overall Risk
- ICAAP, Stress Testing, Transfer Pricing, Performance Management (including RAPM), MIS and Regulatory Reporting (COREP, FINREP)
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Practical knowledge of risk management methodologies and processes
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Strong understanding of regulatory risk framework (e.g. Basel II/III, MiFID/Dodd Frank, EMIR)
- Familiarity with IT aspects of risk management
- Strong analytical skills
- Should possesses consulting experience
- Possesses excellent communication (written and oral) skills and excellent presentation skills
- Comfortable functioning in a broadly positioned and highly diverse consulting firm
- Excellent team work and ability to work in distributed delivery environment
- Skilled in using MS Excel and MS PowerPoint
- Should have team management and project delivery experience
- Should have practice development, large team management and project delivery experience
- Should express strong business development experience and abilities
- Permanent employment contract
- Attractive benefits package
- Company car and petrol allowance
- Annual Bonus
- Challenging job in a professional and multinational environment
- Opportunity to gain skills, knowledge and experience, together with highly marketable specialists
- Opportunity to work with Global TOP Clients on large projects
- Core training program in US headquarter
- Dynamic, international working environment
