Stress Testing and Credit Risk Analyst
3 tygodni temu
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Stress Testing and Credit Risk Analyst, WarsawClient:Experis
Location:Warsaw, Poland
Job Category:Other
EU work permit required:Yes
Job Reference:f14fec6c35ac
Job Views:4
Posted:15.03.2025
Expiry Date:29.04.2025
Job Description:This role sits within the Stress Testing team in the Enterprise Risk Analytics group. This role requires experience and knowledge of Wholesale Credit Risk.
Responsibilities:
- Provides support to team with ongoing routine BAU data / attribution analysis
- Develops, enhances, and validates the methods / analytical capabilities of measuring and analyzing GSST stress testing RAP stress loss results, for wholesale credit risk
- Assists in the development of loss results analytics engines, tableau report, and analytical data pipeline
- Documents technical specs and procedure changes in procedure documents
- Assists in UAT testing efforts and document requirements for technology enhancement
- Reviews monthly stress testing result and performs variance analysis
- Interacts and partners with business stakeholders especially from PMG portfolio management group to obtain, understand, analyze and propose solutions to various stress loss data and system issues
- Partners with Technology and Project Management Group to implement model change and capability enhancing projects, if needed
- Communicates with managers and senior leaders and various key stakeholders for required changes
Requirements:
- 5+ years' experience in a quantitative role in financial services or related fields
- Knowledge of Wholesale Credit Risk
- Excellent proficiency in Microsoft Office and programming experience in Python
- Knowledge of reporting tools for example Tableau
- Professional ability and presence to interact with Senior Stakeholders from Finance, Risk and Business
Our offer:
- Workplace: Warsaw (3 days of work from the office per week)
- MultiSport Plus
- Group insurance
- Medicover Premium
- e-learning platform
Company Description: Experis is a global leader in recruiting specialists and management staff in key areas of IT. We offer competitive employment opportunities and interesting IT projects aimed at both experts with many years of experience and those who are just starting their journey in the IT industry. Experis is part of ManpowerGroup and has been named one of the world's most ethical companies.
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