A major investment bank requires multiple Quantitative Analysts (credit risk or market risk) to build their global team in Poland. This role offers a highly competitive salary and will provide visa sponsorship for those wishing to relocate.
The client is seeking to building a large diverse team of strong Quantitative Analysts and are considering people from graduate level right through to team leaders and management.
The opportunities will be high impact global roles, helping drive efforts in Poland and building a strong risk analytics team to work on global projects.
This is a fantastic opportunity to join this major bank in a brand new quantitative risk function spanning across the following key areas: Asset management models, economic capital models, financial vulnerability models, global markets trading & hedging models, insurance risk models, retail credit risk models, stress testing and scenario analysis models, traded risk models and wholesale credit risk models. The role sits with within a global Internal Model Review team and assists in the delivery of model appraisals.
You will be responsible for:
- Undertaking analysis to identify modelling assumptions and limitations for the proposed models,
- Assisting model review global functions in documenting findings and appraisal outcomes
- Working effectively with the other Internal model review (local and other sites) quantitative analysts,
- Assisting in reporting requirements for the function, producing detailed updates for model oversight committees, senior internal stakeholder groups and regulators,
- Mentoring less experienced analysts and provide expertise and technical support across multiple projects,
- Working with senior managers across the function to build relationships with model developers/owners.
You will have:
- Masters / PhD graduate in quantitative finance, mathematics, economics or engineering discipline (master degree),
- Knowledge in one or more of the following areas: trading models, risk models, statistical models, scorecard development,
- Knowledge of Basel II / III regulatory framework (BIPRU) and those of other country regulators,
- Experience of developing pricing models / risk models VaR / expected shortfall / Basel II (PD, EAD, LGD),
- Experience of conducting independent model reviews,
- Evidence of successfully defining and shaping rigorous governance frameworks,
- Fluency in English both spoken and written.
