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Risk Management Consultant (credit risk validation)

Grafton Recruitment
Praca w Mazowieckie Stała

Opis

Our client, one of the leading global banks, is looking for talents to join their emerging Risk Hub.
You would take part in designing new credit risk modelling and validation processes, cooperating with both global and corporate structures closely.

Your tasks will include:
- performing an independent validation of IFRS9 as well as other credit risk models used in risk management, capital calculation, stress testing, and business use
- reviewing regulatory and industry practice for IFRS9 and other Credit Risk Models
- carrying out the technical review of existing risk models
- performing an in-depth quantitative analysis and independent testing of the bank's credit, risk, and pricing models
- supporting design and re-design of the bank's internal risk validation models
- developing new tools and methodologies (creating statistical models)
- documenting model validation testing, following up with stakeholders on modelling issues

Wymagania

- at least 1.5 years of experience in Risk Analysis within banking (e.g. Risk Modelling, Risk Validation)
- very good English (B2+/C1)
- experience performing independent validation of qualitative or quantitative models
- very good Excel as well as SQL, Python, SAS, and/or R
- familiarity with IFRS 9 and other regulations would be an asset

Lokalizacja

Warsaw

Informacje

  • Grafton Recruitment
  • Praca w Mazowieckie
  • Kategoria: Finanse & Ekonomia
  • Wynagrodzenie: Od 8000 PLN do 11000 PLN
  • Rodzaj pracy: Stała