We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East. What sets us apart is our diversity – of people, cultures and networks. We have more than 86,000 employees from 125 different countries and a presence in 60 markets.
As we increase our focus on our business and clients based in Europe and the Americas, we’re building a western hub that can support our activity in these regions a more beneficial time zone and location. The hub, located in Warsaw, focuses on managing complex, large scale, cross-border activities including financial crime compliance, cyber security, human resources and banking operations.
Counterparty Credit Risk Senior Business Analyst
THE ROLE RESPONSIBILITIES
- Work with relevant stakeholders including Traded Risk Management, Counterparty Credit Risk Modelling and FO teams to deliver a new risk management system and CCR models.
- Become the key person for implementations of the new risk system and models (simulation, derivatives pricing, collateral modelling and aggregation).
- Conduct gap analysis of data (trade, market and reference) to enable accurate modelling of CCR.
- Work with ITO team on the ActivePivot (OLAP) platform to deliver the relevant components for the reporting solution including all risk measures and limit management components
- Writing business requirements documents that fully and clearly cover the user requirements.
- Plan and undertake the required testing ensuring traceability between requirements and test cases
- Providing user training and support for system implementations including performing user verification testing where required.
OUR IDEAL CANDIDATE
- Bachelor Degree in Math, Statistics, Economics, Computer science or other related analytical field (Masters a plus)
- In-depth understanding of Counterparty Credit Risk Models, Processes and Reporting
- In-depth understanding of OTC derivatives and the models used for pricing and risk
- Experience in delivering large, complex project in the Traded Risk field
- Excellent communicator and ability to work with stakeholders globally
- Experience with ActivePivot or other OLAP based technology is a plus
What we offer:
- Career development in a fast-growing company with a clear business strategy
- Opportunity to expand international experience and build global professional relations
- Competitive benefits package (incl. health & life insurance, pension plan, meal cards)
- 3 days of paid volunteering leave our employees can use to support the cause of their choice
- Convenient location (next to Rondo Daszyńskiego) with subway, tram and bus lines
- Comfortable office space with chillout areas, free coffee/tea & fruit supply
- Contribution to building our newest Global Business Services centre