Risk Management Consultant (credit risk validation)

  • Firma: Grafton Recruitment Polska Sp. z o.o.
  • Lokalizacja: mazowieckie
  • Data publikacji: 2021-09-02
Grafton Recruitment, firma założona w 1982 roku w Irlandii, to wiodąca agencja rekrutacyjna z ponad 30 letnim doświadczeniem. Grafton Recruitment jest jedną z największych niezależnych firm rekrutacyjnych w Europie, wyspecjalizowaną w rekrutacji profesjonalistów średniego i wyższego szczebla we wszystkich sektorach. Gwarancją wysokiej jakości naszych usług jest posiadany certyfikat ISO 9001.

Agencja zatrudnienia (nr licencji 812)
Risk Management Consultant (credit risk validation)
Job location: Warszawa
Nr ref.: 1-3-63567

Our client, one of the leading global banks, is looking for talents to join their emerging Risk Hub.

 

You would take part in designing new credit risk modelling and validation processes, cooperating with both global and corporate structures closely.

 

Your tasks will include:
  • performing an independent validation of IFRS9 as well as other credit risk models used in risk management, capital calculation, stress testing, and business use
  • reviewing regulatory and industry practice for IFRS9 and other Credit Risk Models
  • carrying out the technical review of existing risk models
  • performing an in-depth quantitative analysis and independent testing of the banks credit, risk, and pricing models
  • supporting design and re-design of the banks internal risk validation models
  • developing new tools and methodologies (creating statistical models)
  • documenting model validation testing, following up with stakeholders on modelling issues
Requirements:
  • at least 1.5 years of experience in Risk Analysis within banking (e.g. Risk Modelling, Risk Validation)
  • very good English (B2+/C1)
  • experience performing independent validation of qualitative or quantitative models
  • very good Excel as well as SQL, Python, SAS, and/or R
  • familiarity with IFRS 9 and other regulations would be an asset
Benefits:
  • medical insurance
  • life insurance
  • Multisport Card
  • subsidized professional courses and certifications
  • Social Fund (e.g. subsidized vacation)
  • yearly bonus
  • home office (partly remote work)
  • salary reflecting your knowledge and experience (with more than 3 years of experience, you can apply for a Senior position)
Uprzejmie informujemy, że skontaktujemy się tylko z wybranymi kandydatami.Osoby zainteresowane prosimy o przesyłanie aplikacji za pomocą przyciskupod ogłoszeniem: "APLIKUJ TERAZ".
Prosimy o dopisanie klauzuli: „Wyrażam zgodę na przetwarzanie moich danych osobowych zawartych w mojej ofercie pracy dla potrzeb niezbędnych do realizacji procesu rekrutacji (zgodnie z Ustawą z dnia 29.08.1997 roku o Ochronie Danych Osobowych; tekst jednolity: Dz. U. z 2002r. Nr 101, poz. 926 ze zm.).”
APLIKUJ TERAZ

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