Opis stanowiska podany przez pracodawcę:

Model Risk Infrastructure Lead
Kraków
NR REF.: 1191291

Your new company 

Do you have analytical mind and like to solve quantitative problems? Can you extract statistical insights from the data? Would you like to work in an international and supportive environment, and to learn industry best practices in one of the world’s largest banks? Well, then your best match could be the Model Risk Management Team! This opportunity is ideal for a result-oriented professional with a solid background in the financial industry seeking career advancement in quantitative finance. 

Your new role 

The Lead Quant Analyst will be responsible for delivery of infrastructure and reporting capability used across all geographies, business and functions to support the effective management of model risk.You will:

• Develop the Python codes’ library that would be used to create statistical analyses and tests required to assess the quality and performance of the Credit and Market Risk models used within the Bank (with a particular emphasis on Wholesale Credit Risk PD/LGD/EAD Models).
• Critical assessment of the statistical tests that are to be incorporated in the library.
• Preparing the Unit tests and Integration tests necessary to efficiently manage those libraries.
• Improving existing codes and report creation tools.
• Support the enhancements to data flows across systems used in the bank and processes to drive efficiency across the model life cycle.
• Suggest enhancements to processes and reporting to drive efficiency across the model life cycle.

What you39ll need to succeed 

• Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering. 
• Significant knowledge and experience with Python its main libraries used for data analytics & visualisation (e.g. pandas, scikit-learn, flask, nltk) and should be able to create Python libraries.
• Strong understanding of model development or model risk management processes 
• Experience with automation projects (e.g. automating the monitoring & validation of credit risk models).
• Experience to be able to identify and implement process improvements.
• Ability to understand complex data and resolve issues in the process of building analytic tools to support users.
• An innovative thinker who understands latest ways of working and can apply these in a flexible way.
• Proficiency in NLP and ability to work with unstructured data

What you39ll get in return 

• Competitive salary
• Annual performance-based bonus
• Private medical care
• Life insurance
• One-time reimbursement of home office set-up (up to 800 PLN).

What you need to do now 

If you39re interested in this role, click 39apply now39 to forward an up-to-date copy of your CV, or call us now.

Hays Poland sp. z o.o. is an employment agency registered in a registry kept by Marshal of the Mazowieckie Voivodeship under the number 361.

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