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Credit Risk Analyst
We are delighted to present this opportunity for our global bank and financial services client, who is looking to recruit a Credit Quantitative Analysis Associate
The Risk group is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.
The CRMA Department at client is seeking a candidate to join its Credit Quantitative Analysis team (CQA). CQA is responsible for developing quantitative pricing and risk management models for credit risk and hedge fund risk.
Client is looking for outstanding quantitative PhD or Master Candidate to join the Credit Quantitative Analysis team in Warsaw at the Analyst/ Associate level.
As a Credit Quantitative Analysis Associate you will be responsible for:
As a Client Assets Associate your skills/competencies will be:
In return for your commitment our client will offer you a competitive salary plus bonus and a benefits package that includes:
Since 1991, Collabera has been a leading provider of IT staffing solutions and services. We are known for providing the best staffing experience and taking great care of our clients and employees.
To know more about Collabera, I would encourage you to visit us on www.collabera.pl
Please attached the following clause:
„I hereby give consent for my personal data included in my offer to be processed for the purposes of recruitment, in accordance with the Personal Data Protection Act dated 29.08.1997 (uniform text: Journal of Laws of the Republic of Poland 2002 No 101, item 926 with further amendments)”.