HRO Recruitment is a specialist traditional recruitment business. HRO Recruitment is a brand of HRO Personnel Sp. z o. o. HRO Personnel is a Human Resources service provider operating under number 6696.
We are working as a recruitment provider searching on our Client's behalf for a person in the following role:
F - Senior Quantitative Analyst
- To work as part of the Global IMR function to assist in the delivery of Model appraisals,
Undertake analysis to identify modelling assumptions and limitations for the proposed models,
Assist IMR global functions in documenting findings and appraisal outcomes,
Work effectively with the other IMR (local and other sites) quantitative analysts,
Assist in reporting requirements for Global IMR, producing detailed updates for Model Oversight Committees, Senior Internal Stakeholder Groups and Regulators,
Mentor less experienced analysts and provide expertise and technical support across multiple projects,
Work with Senior Managers across IMR to build relationships with Model Developers / Owners,
- Masters / PhD Graduate in Quantitative Finance, Mathematics, Economics or Engineering discipline (Master Degree),
At least 3 years of experience in the financial/banking industry,
Knowledge in one or more of the following areas: Trading Models, Risk models, Statistical Models, Scorecard Development,
Knowledge of Basel II / III regulatory framework (BIPRU) and those of other country regulators,
Experience of developing Pricing Models / Basel II (PD, EAD, LGD) / Risk models,
Experience of conducting independent model reviews,
Evidence of successfully defining and shaping rigorous governance frameworks,
Fluency in English both spoken and written.
- Stable job in professional team,
Interesting path of career in an international organization,
Consistent scope of responsibilities,
Private health care, employees’ benefits.