- Ogłoszenie wygasło 10 dni temu
- Umowa o pracę
- Pełny etat
- Specjalista (Mid / Regular)
The purpose of the job is designing reporting framework for U.S. CCAR/DFAST Stress Tests, including credit risk reporting and regulatory reporting
Senior Risk Analyst with ProgrammingNumer ref.: 108060
- Preparation of CCAR/DFAST regulatory stress tests for wholesale credit risk.
- Preparation of other regulatory reporting, including PRA UK stress tests, and internal stress tests used for budget planning.
- Determining the sources and scope of data, creating procedural framework for reporting and oversight over it.
- Ensuring compliance with legal and regulatory requirements for stress testing and reporting.
- Designing IT solutions and cooperating with Technology to ensure user requirements are documented, tested and delivered.
- Working with the following teams on forecasting processes: Risk Managers, Business Managers, modeling teams (CORA, EFT), Finance, Technology teams, Capital Planning Team (CPT), etc.
- Ad hoc analyses.
- 3+ years’ experience in data analysis/ manipulation and working with large sets of data
- Knowledge of any programming language (SAS or SQL preferred)
- Familiarity with credit risk reporting, regulatory reporting or stress tests and terms/measures such as: PD, LGD, EAD, LLR, economic capital, RWA, Fair Value, pricing models would be an asset
- Knowledge of credit and finance systems (Optima, RAPID/Facility Management, Ruby) – nice to have
- Knowledge of banking and financial institutions industry preferred
- Good knowledge of English.
- Great interpersonal skills.
- Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls
- Cooperation with a high quality, international, multicultural and global team
- Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
- Management supporting balanced and agile work (flexible working hours, home office)
- Attractive benefits package (Benefit System, medical care, pension plan etc.)
- A chance to make a difference with various affinity networks and charity initiatives