Experis
Job title:
Risk Analyst
Company:
Experis
Job description
What you’ll do:
- Conduct annual reviews of programs for liquidity, market non-trading, and OpRisk stress testing programs, including the regulatory driven stress testing, internal stress testing, and the risk pool contribution to enterprise level stress testing programs (e.g., GSST, RST, ICAAPs)
- Contribute to additional review, which may be required based on changes in scenario, assumptions, or methodologies, as well as significant macroeconomic or market events
- Conduct data analysis and support pool owners in reviewing the results
- Analyze and interpret reports, make recommendations addressing business needs
- Communicate findings to applicable stakeholders and ensure action plans are defined to remediate issues
- Evaluate stress test results and actions (e.g. limit setting/ monitoring, risk appetite, risk identification)
- Assist in the development of analytic engines for business product lines
- Communicate results to a variety of audiences
- Conduct analysis and package it into detailed technical documentation reports to meet regulatory guidelines and exceed industry standards
- Identify modeling opportunities that yield measurable business results
- Supervise junior team members
What we need from you:
- Demonstrated industry experience in treasury & funding risk or OpRisk risk management fields, including liquidity, Market, Operational Risk or CCR including risk management, model validation, or model analytics
- Experience in relevant regulatory guidance, including the Reg YY, SR12-7
- Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second master’s degree, FRM or CFA
- Knowledge of risk appetite, limit setting, banking book/ trading book products and risk management practices
- Consistently demonstrates clear and concise written and verbal communication skills
- Self-motivated and detail oriented
- Demonstrated project management and organizational skills and capability to handle multiple projects at one time
- Proficient in Microsoft Office (EXCEL), SAS, R, Python or other programing languages
Our offer:
- B2B via Experis
- Work in a hybrid model – 3 days from the office (Warsaw) and 2 days remotely
- MultiSport Plus
- Group insurance
- Medicover Premium
- e-learning platform
Experis to światowy lider rekrutacji specjalistów i kadry zarządzającej w kluczowych obszarach IT. Z nami znajdziesz konkurencyjne oferty zatrudnienia oraz ciekawe projekty IT skierowane zarówno do ekspertów z wieloletnim doświadczeniem, jak i osób, które dopiero zaczynają swoją przygodę w branży IT.
Expected salary
Location
Warszawa, mazowieckie
Job date
Thu, 06 Feb 2025 01:49:19 GMT
To help us track our recruitment effort, please indicate in your email/cover letter where (vacanciesin.eu) you saw this job posting.