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Risk Modeling Specialist

Cox Fitzsimons & Wilkes Sp. z o.o.
pomorskie
praca stacjonarna
3557 dni temu

As Financial Recruitment Specialists coxfitzsimons&wilkes specialise in Accounting, Banking and Finance Professionals at all levels across a range of industry sectors which include Investment Banks, Retail Banks, Investment Funds Companies as well as International Finance & Accounting Shared Service and Business Process Offshoring (BPO) sector across Poland.


Our client is a dynamic financial institution,a solutions provider with award-winning expertise in Corporate Banking, Mergers& Acquisitions Advisory, Investment Management, Wealth Management andInvestor Services.  As part of the on-going expansion of their operations inKraków, they now require experienced Professionals


Risk Modeling Specialist

Nr Ref.: RM_02.2015

Key Responsibilities

  • Creating and  analysing  risk models ensuring they are in line with thecompany and industry standards
  • Validating and testing  existingand newly created risk models
  • Mapping and analysing the risk data
  • Conducting tests and analysis of the existing risk models, implementingchanges if necessary
  • Cooperating with the offshore team
  • Taking care of the appropriate documentation

 

Requirements

  • Good understanding of Risk Modeling, both methodological andoperational
  • Knowledge  of numerical techniquessuch us stochastic calculus and/or Monte Carlo
  • Knowledge of statistical tools (MATLAB)
  • VBA literacy
  • Fluent English is a must
  • Relevant university degree (BA or MA diploma)
  • Strong analytical skills
  • Very good communication skills

 

Please remember to enter the following clause: I hereby give consent for my personal data included in my offer to be processed for the purposes of recruitment, in accordance with the Personal Data Protection Act dated 29.08.1997 (uniform text: Journal of Laws of the Republic of Poland 2014, item 1182 with further amendments).
 

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