Senior Analyst - Risk Modelling

Opis stanowiska podany przez pracodawcę:

Senior Analyst - Risk Modelling
Kraków
NR REF.: 1191616

We are primarily looking for people with appropriate education, preferably mathematics, econometrics, data science, who have experience of working with data analysis and creating models and generally a strong analytical background.

Your new role 

• Use statistical modelling and machine learning techniques to develop prepayment/pipeline models for mortgage products to hedge the risk and assess the IRRBB risk metrics.
• Develop the required behavioural models for different products to assess the IRRBB risk metrics.
• Use the quantitative expertise to design models supporting the Markets Treasury business and other functional Treasury teams where required. Proactively build tools in Python to test the proposed models, to formulate the requisite analysis and to measure the impact of model change.
• Work together with Financial Engineering and IT teams to contribute to the development of the One Treasury Platform. Be involved, whenever required, in the initiatives related to the other Global Finance Analytics pillars: Forecasting, Flow Analytics and Core calculations. Contribute to the improvement of these models through assessment of impact, model validation, and helping document changes for internal and external use.
• Understand both regulatory and business requirements, ensuring that the models are fit-for-purpose.
• Be responsible for Model Life Cycle - starting from defining the objectives to model development / testing, model documentation, ongoing model assessment and validation as well as internal & regulatory scrutiny.
• Coordinate projects focusing on ensuring consistency across sites. Identify areas for efficiency improvements, automation and enhanced controls in existing processes. Document proposed changes and agree with the onshore process team prior to implementation. Document all process changes and improvements to reflect the latest process.
• Be able to clearly explain model details to other areas of the bank in non-technical language, and assist in the ongoing usage of these models in a day-to-day setting, e.g. helping to explain significant model value changes.

What you39ll need to succeed 

• Academic background in a quantitative field such as Mathematics, Data Science, Econometrics, Engineering, Physics. Qualification and expertise in mathematics / statistics / machine learning algorithms.
• Solid background in Python programming, preferably in large scale financial or technical computations.
• 3+ years of relevant experience in analytics, preferably in the fields such as Risk Modelling, Stress Testing, Forecasting etc. for a banking organisation.
• Open personality and effective communication skills, including experience speaking to technical and business audiences and working globally.

What you39ll get in return 

• Competitive salary
• Annual performance-based bonus
• Additional bonuses for recognition awards
• Multisport card
• Private medical care
• Life insurance
• One-time reimbursement of home office set-up 

• Corporate parties & events
• CSR initiatives
• Nursery discounts
• Financial support with trainings and education
• Social fund
• Flexible working hours
• Free parking

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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