Company description:

HRO Digital is a specialist traditional recruitment business. HRO Digital is a brand of Verita HR Polska. Verita HR Polska is a Human Resources service provider operating under number 5694. We are working as a recruitment provider searching on our Client's behalf for a person in the following role:

Quantitative Analyst

Responsibilities:

- Credit risk methodology development
- Follow the global model standards when supporting model development, validation and monitoring
- Supporting AIRB model development, stress-testing, and IFRS 9 methodology development
- Developing a good understanding of risk data flows from customer and product systems through to the finance and regulatory reporting systems
- Translating and presenting technical work into more acceptable form in order to get the stakeholders' buy-in

Requirements:

- Academic qualifications that give a strong background in quantitative analysis and finance
- Experience in credit risk analysis
- Good exposure to credit model methodologies data requirement for AIRB and IFRS 9 modelling
- Hands-on experience of AIRB/IFRS9 LGD model development
- Proven ability to take ownership of and solve complex data related issues
- Strong database and credit risk systems experience including coding in SAS, MS Excel/VBA, SQL
Good understanding and interpretation of regulatory rules
- Ability to communicate technical concepts effectively
- Ability to work as part of a team with key customers and stakeholders
- Excellent documentation, presentation and communication skills
- Fluency in written and spoken English

The offer:

- The opportunity to be part of a leading Centre of excellence where a dynamic learning environment thrives career-path in an international organization
- Long-term job
- Flexible working hours
- Language / Studies Reimbursement Scheme
- Professional trainings
- Employees’ benefits: private medical and dental health care, Multisport Card, life insurance