CRISIL Global Research & Analytics is one of the world's leading analytics providers focused on high-end research and analytics services to the world's top financial institutions, including leading investment banks and asset management firms. Apart from Poland, we have research centers in India, China and Argentina providing regional and global research support to our clients across the globe.
In Wroclaw, Poland, CRISIL GR&A specializes in offering deep insights in equity and fixed-income markets through our research capabilities as well as supporting the global markets divisions of leading investment banks in risk analytics, which includes quantitative modeling, regulatory reporting, derivative valuations and risk technology. We enable our clients to enhance revenues, accelerate time-to-market and improve operational efficiencies.
- Key responsibilities include 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
- The candidate would be working on Basel II/III's related projects (PD/LGD/EAD Models)
- Understanding modelling and validation methodologies
- Developing and executing test plans to make sure the compliance with regulatory guidelines, analyzing model weaknesses, benchmarking to external vendor models, documenting and reporting the results.
- 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
- Excellent communication skills, both written and oral
- 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
- Masters /MBA degree in a quantitative discipline – Mathematics, Statistics, Economics, Physics, Financial Engineering, Finance. PhD will be a plus.
- 1 - 3 years
- Build an exceptional career experience by working on cutting edge financial analytics in the equity research domain
- As market leaders in the knowledge analytics space, work with the best analysts in the industry who come with outstanding academic and professional record
- Work culture that rewards learning and innovation with fast track career growth for top performing associates
- Compensation and benefits benchmarked above the best in the market and with added perks including medical insurance and Multisport membership
