Statisitcal Risk Modeller / Specjalista ds. Modelowania Ryzyka

Job description

Candidates are expected to work on projects in Poland and in the UK. They may be required to travel and work on client sites therefore mobility and flexibility is essential.

Requirements

Essential skills:

• Professional experience in building banking risk models or/and conducting stress tests
• Understanding risk regulatory framework (Basel, CRR/CRD, IFRS9)
• Experience in extracting, aggregating and structuring large volumes of data
• Strong computer and analytical skills

Advantages:

• Experience in IRB/AIRB and Impairment models
• Familiarity with the structure and operations of financial institutions
• Knowledge of SAS tools (Base/4GL, EG)
• A certification such as CFA, FRM, PRMIA

We offer

• Competitive remuneration
• Independent and responsible work
• Dynamic professional development
• On-line training programs
• Great atmosphere at work
• And more