Senior Risk Analyst

1 miesiąc temu


Warsaw, Polska kempuri Pełny etat

Role Description

We are seeking a highly skilled and experienced Senior Risk Analyst to join our esteemed banking institution. In this role, you will be responsible for the following tasks and responsibilities:

  • analysis of requirements for credit risk models’ implementation,
  • preparation of mappings for data used in credit risk models,
  • preparation of documentation describing the process of implementation and delivery of the credit risk models’ data,
  • testing developed code and implemented model’s outcome,
  • preparing data for the monitoring requirements,
  • work on creating automatic data feeding processes.

Company Description

Our Client is a leading entity in the banking sector, committed to maintaining the highest standards of excellence and integrity. Foster a culture of continuous improvement, innovation, and professional growth. Core values emphasize teamwork, accountability, and customer-centricity, ensuring to deliver exceptional services to our clients while supporting our employees' career aspirations.

What We Offer

  • Competitive salary range commensurate with experience.
  • Comprehensive benefits package, including health insurance and retirement plans.
  • Opportunities for professional development and career advancement.
  • Supportive and collaborative work environment.

Recruitment Process

  • Initial Review: Our recruitment team will review all applications to identify suitable candidates.
  • Preliminary Acceptance: Shortlisted candidates will be notified and invited for a phone interview.
  • Phone Interview: A preliminary discussion to assess the candidate's qualifications and fit for the role.
  • Formal Interview: An in-depth interview to evaluate technical skills and cultural fit.
  • Assessment: Candidates may be asked to complete a practical assessment or case study.
  • Offer: Successful candidates will receive a formal job offer.

If you are a dedicated professional looking to make a significant impact in the banking sector, we encourage you to apply via the application form.

Requirements

  • have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics),
  • know SQL,
  • understand credit risk and IRB/AIRB models,
  • can work in a team,
  • can independently interpret requirements based on the collected information and assumptions,
  • can and want to exchange knowledge with colleagues,
  • take initiatives that have a positive impact on the quality and accuracy of the tasks performed,
  • have the enthusiasm to complete even seemingly impossible tasks,
  • know English well (working in an international team on a daily basis).

Nice to have

  • have experience working with SAS (4GL/SAS DI/SAS EG/SAS EM),
  • experience in modeling, validation or monitoring of credit risk models (PD, LGD, EAD, IFRS9, IRB),
  • knowledge of other programming languages for statistical programming,
  • ability to work in Agile / Scrum,
  • advanced analytical skills,
  • an independent, creative and proactive way of thinking, the ability to challenge the status quo,
  • knowledge of techniques used in business analysis,
  • SAS Viya, Python
  • GIT/AZURE Dev Ops,Confluence.

Responsibilities

Our offer



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