Aktualne oferty pracy związane z Quantitative Risk Manager - Warszawa, Mazovia - Goldman Sachs Bank AG
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Quantitative Risk Manager
1 tydzień temu
**Job Summary**
We are seeking a talented Quantitative Risk Manager to join our stress testing team in Warsaw.
As a Quantitative Risk Manager, you will be responsible for delivering regular and reliable risk metrics, analytics and insights based on deep understanding of the firm's businesses and its client activities.
This involves enhancing and managing processes that quantify, review, explain and convey insight for risk and capital measures for a large, diverse set of financial products or activities across the firm, considering multiple types of risk including credit, market and operational risk.
**Responsibilities**
You will work closely with the team to develop and execute the capital planning quantification and stress testing programme, including regulatory stress testing, internal capital adequacy assessment process, recovery planning, or any ad-hoc stress testing performed for multiple legal entities across EMEA.
Additionally, you will be responsible for building robust, systematic and efficient workflows around the production of risk analytics to streamline and automate risk analysis.
**Requirements**
The ideal candidate will have a Master's or Bachelor's degree in a quantitative discipline such as data science, mathematics, physics, econometrics, computer science or engineering.
1-3 years of experience in project management area, preferably in financial, regulatory or consulting environment, with good organisational and time management skills, and experience in leading projects involving multiple teams.
