Specialist Stress Testing Execution Analyst
4 tygodni temu
technologies-optional :
Python
SQL
Jira
Git
about-project :
Product Control (PC) Analytics is a group within Global Markets Finance with representation in London, Kraków, Paris and Bangalore. PC Analytics is a centralized specialist quantitative team dedicated to implementation and refinement of fair value adjustment (FVA) methodologies, development and support of quantitative tools for Product Control, Market Risk Management and the business, ensuring methodologies are compliant with new regulations and growing business expectations. The candidate will be joining a team of experienced quantitative analysts with deep subject matter expertise.
Workstream
Stress Testing Execution workstream within PC Analytics is a dedicated function responsible for producing FVA projections under hypothetical market scenarios, as required by financial regulators (PRA, EBA, HKMA etc.) or in response to internal requests related to market risk management. Stress Testing Execution team covers the full end-to-end process of FVA stress testing, consisting of PC-specific stress scenario expansion, running calculations in a set of dedicated tools, results validation and reporting, review and challenge process, preparation of regulatory documentation and unstructured data, and validation of submission templates. Outside of the execution period team’s responsibilities include model monitoring and calibrations, infrastructure maintenance and planning for upcoming exercises.
responsibilities :
Coordinate the production process of Fair Value Adjustments (FVAs) and Prudent Valuation Adjustments (PVAs) stress testing.
Validate stressed FVA and PVA projections, taking into account the prescribed market scenario specifics, business composition, historical market behaviour, scenario severity, methodology limitations and overall coherence of the results; produce convincing explanatory analysis.
Prepare clear and informative materials for results review and challenge sessions with senior stakeholders.
Update the regulatory documentation accompanying the data submission (Basis of Preparation document, responses to Unstructured Data Requests), providing clear exposition of projection methodologies, main highlights of the results and controls applied.
Closely cooperate with central Strategic Planning & Stress Testing team, providing timely updates on milestones completion and sharing control evidences.
Be able to quickly adapt, solve issues and respond to stakeholder requests during very tight execution window.
During pre-runtime period, contribute to process planning, preparation of process maps, agreeing handovers, defining responsibilities and scheduling meetings with reviewers.
Document operating procedures, maintain model documentation.
requirements-expected :
Strong analytical skills and a proactive approach to problem solving.
Masters / PhD in Quantitative Finance, Mathematics, Economics, Physics, Computer Science or Engineering discipline.
Fluency in English both spoken and written.
Understanding basic concepts of quantitative finance, financial markets and accounting principles.
Project management experience.
Ability to work in a team and independently as a self-starter with high reliability and attention to details. Ability to work under pressure within very tight timelines. Very good self-organization.
Cooperative, supportive and approachable attitude.
Good communication skills and willingness to learn.
offered :
Competitive salary
Annual performance-based bonus
Additional bonuses for recognition awards
Multisport card
Private medical care
Life insurance
One-time reimbursement of home office set-up (up to 800 PLN)
Corporate parties & events
CSR initiatives
Nursery discounts
Financial support with trainings and education
Social fund
Flexible working hours
Free parking
benefits :
sharing the costs of sports activities
private medical care
sharing the costs of professional training & courses
life insurance
remote work opportunities
flexible working time
integration events
corporate sports team
doctor’s duty hours in the office
retirement pension plan
corporate library
no dress code
video games at work
coffee / tea
parking space for employees
leisure zone
extra social benefits
employee referral program
opportunity to obtain permits and licenses
charity initiatives
family picnics
extra leave
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