Analyst (Market Risk team), Kraków - oferta pracy

Analyst (Market Risk team)

Miejsce pracy Kraków

Cyclad to międzynarodowa firma konsultingowa działająca w branży IT/ICT, zajmująca się outsourcingiem rozwiązań HR i usług informatycznych.

Project information:

Project scope/domain:

Conduct predominantly quantitative analysis and perform investigations as well as analysis into risk metrics
Support risk managers with implementation, calculation, calibration and maintenance of risk measures
Perform risk limit monitoring and provide guidance on limit breaches with appropriate escalation
Generate ad hoc and bespoke risk reporting for senior management
Perform consolidated risk reporting and analysis of risk measures (sVaR, VaR, RNIV, etc.) at different levels across Global Banking & Markets business for internal and external use
Execute processes and provide analytical capability and support to the risk managers
Run FRTB Standardized Approach capital process
Identify and escalate issues to Risk Management through review and validation of risk data, controls and reporting
Support internal initiatives to deal with regulatory challenges as well as optimise the control framework of the Traded Risk function
Assist with the delivery of Traded Risk projects
Support the change delivery of risk systems at a global level across a project’s lifecycle including providing requirement, assisting development and UAT testing
Develop and implement new reports to improve risk visibility
Act as a subject matter expert with respect to market/counterparty risk processes

Competence demands:

University graduate in finance, mathematics, computer science or any other quantitative related degrees
Relevant experience in banking e.g. Risk, Product Control, Front Office, Middle Office
Knowledge of financial markets, trading business as well as market and credit risk concepts
Good understanding of key risk factors for products, risk sensitivities and how they are measured as well as risk management techniques and practice
Understanding of credit risk metrics inc. LGD, EAD, PD
Previous exposure to risk calculations, systems, VaR, IRC, RWA reporting and regulatory framework
Advanced knowledge of Microsoft Office
Desirable working knowledge of software/database development tools (VBA, Python, SQL, etc.)
Preferably international financial/risk accreditation e.g. CFA, FRM, PRM for experienced candidates
Familiar with the concept of FRTB, prior experience in this field is desirable
Excellent analytical and problem - solving skills
Fluent English

We offer:

Opportunity to participate in large-scale projects for one of the largest banking and financial services institution in the world
Stable employment contract (B2B, regular employment contract)
Good working atmosphere in a harmonious team
Multisport card and private medical care (Signal Iduna)

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