Our expertise lies in the development and management of market risk, credit and trading risk and financial markets models, with state-of-the-art modelling methods, tooling and data-processing technologies.
The reporting, data and analytics team within Risk Hub Warsaw is providing high quality reporting, credit and market risk analysis and data quality assurance & governance services to internal and external stakeholders. We follow an agile way working in high performing, self-steering teams commonly fulfilling ambitious goals.
Type of employment: contract of employment
We are looking for a curious Data Engineer, who is looking forward to bringing our global model data environment to the next level. From your thorough understanding of risk data, you’re able to see how the modelling team can be well serviced with high quality data marts to feed the risk models.
Your technical and analytical skills enable you to pre-process the data before model development start using it. You have a strong focus on the automation and standardisation of the data gathering processes and the data quality improvements.
A successful candidate has proven experience in usage of risk data, querying tools (e.g. SAS) and data architecture best practices.
Are you looking for the opportunity to work with a multi-disciplinary team in the area of risk and to service internal stakeholders with high quality model data, then this job is something to apply for!
Your tasks:
- documenting the data sets required for modelling in detail and analyse the available data sources for this purpose (where needs the data come from and what filters to apply),
- design the appropriate data model for these data marts,
- building prototypes of the data marts that link the data sources with the modelling environment,
- designing data quality checks that serve data quality monitoring,
- supporting the testing process for newly delivered data,
- phasing out ad-hoc solutions for sourcing the model data,
- support model related projects such as TRIM (Targeted Review of Internal Models) and GCD (Global Data),
- in the initial phase, the focus is on Credit Risk models, but will be extended to other Risk types,
- communication with the stakeholders in the model development and model risk management domains.
- MSc in the field of Computer Science, Finance, Economics and/or Mathematics/Statistics,
- 2-3 years of experience in a data oriented function, experience should cover both risk data content knowledge and technical knowledge (i.e. able to build complex sql queries),
- expertise in the field of risk and/or finance is a must, expertise in statistical modelling is a pre,
- strong analytical skills,
- critical mind-set with respect to what is delivered,
- hands on mentality with regard to data,
- strong communicator,
- good team player, able to contribute in a multi-cultural team,
- fluency in English both written and verbal (work language).
- Stable employment conditions
- Trainig
and development programs - Access to new technologies
- The premium depends on the results
- Private medical care
- Employee retirement program
- Sports package
- The cafeteria system of benefits
