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Credit Risk Modeller/Senior Credit Risk Modeller - Economic Capital
Goldman Recruitment is a HR consultancy company that provides high quality Candidates for a variety of professions, with a particular specialization in the Finance sector. By utilizing Search & Selection and Executive Search methods we are able to quickly and efficiently locate and recommend Candidates with the required skills and talents.
For our Client, a global bank in Warsaw, we are looking for experienced Candidates who want to develop within Credit Risk on a position Credit Risk Modeller/Senior Credit Risk Modeller - Economic Capital
You will have a chance to be a part of the strategic initiative that enhances the Group-wide Economic Capital framework. A challenging role in Credit Portfolio modelling that includes a growing variety of tasks:
- Identifying and defining product-specific risk characteristics (trading book assets, retail and wholesale loans, OTC derivatives etc.).
- Mathematical designing, calibrating and prototyping of credit portfolio models.
- Statistical analysis of internal and external data covering a wide range of credit risk types, including retail and wholesale lending, counterparty and traded credit risk.
- Regular interaction with business partners across the Bank, particularly from Market, Credit and Enterprise Risk Management, Front Office, Model Risk Management, Reporting, IT and Regulatory Coordination.
- Model documentation.
- Clear mathematical model documentation.
- You are able to communicate logically and precisely You hold a PhD or Master’s degree in a quantitative subject (e.g. mathematics, physics or engineering), ideally with a strong curriculum in statistics/econometrics, quantitative finance or similar.
- You possess an excellent understanding of risk modelling in credit risk, credit business and/or financial markets in general.
- You have 3-7 years of relevant work or academic experience in credit risk modelling, ideally in credit portfolio/economic capital modelling or counterparty exposure modelling.
- You have programming experience, particularly in statistical languages such as R or similar.
- You possess the ability to write rigorous and.
- It would be seen as an advantage if you had prior experience in leading a team.
- You should have a pragmatic and solution-oriented working style and willingness to work hands-on.
- You are fluent in English.
- Dynamic work in an international environment,
- Attractive salary,
- Private medical and dental care, life insurance