Quantitative Risk Analyst

HAYS Poland jest firmą doradztwa personalnego, należącą do międzynarodowej grupy HAYS plc, notowanej na giełdzie w Londynie i największej firmy rekrutacyjnej w Wielkiej Brytanii.

Grupa posiada ponad 390 biur w 27 krajach na całym świecie, w których łącznie pracuje 8 300 specjalistów. Jest liderem w Europie Środkowej i Wschodniej, Azji, Ameryce Południowej, Australii, Nowej Zelandii, Chinach, Japonii, Hong Kongu i Kanadzie.

Your new company
Our Client is an international business center located in Kraków.

Your new role
Within this position you will be providing independent review of models as well as oversight over model governance across the bank. You would become an integral part of the global team with the mandate to work on the multitude of projects around model risk management and control. As an analyst working in the area of model validation, you would primarily be responsible for providing independent assessment of model appropriateness and associated model risk. The role has global impact and assumes working closely with model owners (front-office quants, risk methodology etc.) as well as other stakeholders over the whole model lifecycle, including traders, market and credit risk officers, finance etc. offering an opportunity to play a key role in the enhancement of risk management framework in a global bank.

What you'll need to succeed
We are looking for candidates with Master’s Degree in a numerical discipline and 1 – 2 years of experience in a similar role. Fluent written and spoken English is also required as well as basic understanding of quantitative risk management techniques and financial mathematics and knowledge of financial markets and products. Excellent command of MS Office, familiarity with LaTeX and programming skills (VBA, R, MatLab or similar) and understanding of regulatory requirements in the area of risk management (VaR, CVA/CCR, Stress testing) will be assets.

What you'll get in return
Our Client offers a unique opportunity to gain professional experience in unique international environment within interesting industry and possibility of further development. Stable job in a team of professionals, attractive salary and employee’s benefits are also included. Offer refers to temporary project for 12 months with high possibility to maintain a long-term cooperation.

What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
If this job isn't quite right for you but you are looking for a new position, please contact us for a confidential discussion on your career.

Prosimy o dopisanie następującej klauzuli „Wyrażam zgodę na przetwarzanie moich danych osobowych zawartych w ofercie dla potrzeb procesu rekrutacji zgodnie z Ustawą o ochronie danych osobowych z dnia 29.08.1997r., Dz. U. Nr 101, poz. 926 ze zm.” Numer w rejestrze agencji zatrudnienia: 361 hays.pl