Stress Testing Senior Analyst - Poland Stress Testing Senior Analyst - Poland …

Charles Levick
in Kraków, Malopolskie, Poland
Permanent, Full time
Be the first to apply
Negotiable
Charles Levick
in Kraków, Malopolskie, Poland
Permanent, Full time
Be the first to apply
Negotiable
Charles Levick
Global Investment Bank is looking for highly analytical individual who has 2-4 years' experience in quantitative finance, a good understanding of statistics and linear algebra and experience of development and implementation of statistical risk to join their team in Poland as a Stress Testing Senior Analyst.

Global Investment Bank is looking for highly analytical individual who has 2-4 years' experience in quantitative finance, a good understanding of statistics and linear algebra and experience of development and implementation of statistical risk to join their team in Poland as a Stress Testing Senior Analyst.

The team have global responsibility for model design and management of broad classes of financial and operational risk. This role is a unique opportunity to join a team of quantitative analysts at the world's leading bank with this position providing responsibility for supporting a robust development and maintenance of traded risk stress testing models and methodologies.

Responsibilities:
* Assess and validate performance of traded risk stress testing models for CCAR/DFAST/PRA/EBA/ICAAP exercises, with primary focus on CCAR/DFAST
* Develop new traded risk stress testing models as required
* Understand features, assumptions and limitations of the models and undertake validation work
* Identify areas for improvements, automation and enhanced controls
* Document enhancements in accordance with the onshore standards
* Articulate our stress testing modeling approach to internal and external stakeholders in a non-technical language
* Assist in the on-going application of the models in a business-as-usual risk management framework
* Assist in internal stress testing exercise

Requirements:
* Relevant experience in roles involving quantitative finance
* Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finance or related disciplines
* Strong analytical skills; any experience in market risk, counterparty credit risk or regulatory stress testing is a plus
* Good understanding of statistics and linear algebra
* Strong experience with sophisticated tools for numerical analysis e.g. Python (preferred), Matlab, R
* Prior experience of development and implementation of statistical risk models is a plus
* Good understanding of market risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)
* Professional qualifications such as FRM/PRM/CFA Levels are a plus
* Ability to work under pressure and to tight timelines is essential
* Competent in the production of information, and the ability to process and analyse large data
* Open personality and effective written and oral communication skills in English
* Ability to work in a diverse international team

Company Overview

Charles Levick Limited are a leading global financial recruiter providing innovative solutions across Capital Markets, Financial and Professional Services organisations. Founded in 2008, Charles Levick is privately owned and operates from offices based within the City of London and New York.

A truly independent company with a global reach, we pride ourselves on delivering honest and intelligent guidance developing long term sustainable relationships. Our breadth of expertise and services allow us to deliver solutions across our sectors ranging from junior analyst through to C-Suite requisitions, all delivered with exceptional levels of attention to detail and service that have helped us to grow into the organisation we are today.

We have managed to build an enviable reputation partnering a diverse range of large and small organisations initially within London, but now globally, actively supporting clients across Europe, Asia and the US. With decades of experience, we have been able to develop a substantial knowledge of our markets as well as building loyal relationships with our clients and candidates.

Our business is devised of 5 core areas of specialisation:

  • Operations/Infrastructure
  • Compliance
  • Risk & Actuarial
  • Change, Transformation & Technology
  • Fintech
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