PCH - Quant Risk_1575916145
10 months ago
Quantitative Analyst - Senior Manager/Manager/Senior Analyst/Analyst
My client, a Top Tier Global Bank is looking to recruit for multiple Quantitative Risk Analyst to join their Independent Model Review (IMR) Market Risk and Credit Risk Quant team based in Poland. IMR is a specialist quantitative global team within the Risk Department which independently validates the bank's global models.
Role type and location: Permanent roles based in Poland
Salary: Competitive local market salary offered in Poland + bonus and benefits
Work permit sponsorship is available for international candidates
- The purpose of IMR is to review/validate models provided by the model Owner based on a quantitative analysis of their structure. As a part of this process, the findings and recommendations of the published appraisal reports need to be explained clearly to other functions in order to ease the implementation of the recommended controls
- Provide the analysis and appraisals
- Work effectively with the other IMR (local and other sites) quantitative analysts
- Ensure model limitations are correctly understood and managed
- Being able to challenge constructively model owner choices
- Building effective relationships with the model developers to ensure proper communication and anticipate requests
- To explain technical issues and synthesize complex analyses in a form that is appropriate for the given audience.
- Provide guidance and support for junior team members
- Ensure that model risk and limitations are managed in accordance with the Group Standard Manual and Markets IMR Policy and regulatory environment.
Requirements (experience in one or more of the following):
- Graduate in Quantitative Finance, Mathematics, Physics, Economics or Engineering (MSc, PhD) discipline
- Experience in one or more of the following areas: Trading Models, Risk models, Statistical Models, Scorecard Development;
- Basel II / III regulatory framework (BIPRU) and those of other country regulators;
- Pricing Models / Basel II (PD, EAD, LGD) / Risk models;
- conducting independent model reviews/validations;
- defining and shaping rigorous governance frameworks;
- team or project management;
- interfacing with Internal Audit and Regulators;
- stress testing;
Please send your CV to firstname.lastname@example.org in subject quote "international quant"
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.