Risk Analyst

IG Group

  • Kapelanka 42, Dębniki, Kraków
    Kraków, Lesser Poland
  • offer expired 2 months ago
  • contract of employment
  • full-time
  • specialist (Mid / Regular)
  • hybrid work
  • remote recruitment
  • запрошуємо працівників з України
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Запрошуємо працівників з України
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IG Group

Kapelanka 42

Dębniki

Kraków

Your responsibilities

  • Develop & test various quantitative risk management models including Stress-Testing, Sensitivity Analysis, VaR & Expected Shortfall.

  • Support a codebase of over 60k lines of code used to manage credit, market and capital risk.

  • Support the Risk Assurance Team with their daily, weekly and monthly reporting processes. This will require a comprehensive understanding of the processes and the ability to diagnose and rectify any problems.

  • Understand the source, scope and limitations of data; the Team is highly data driven and so a firm grasp of how to manipulate and understand data is crucial.

  • Propose and implement improvements to various risk management models within the scope of the Risk Management Framework.

  • Manage and deliver on ad hoc requests and competing priorities from our various stakeholders. This involves delivering reliable analysis in a timely manner.

Our requirements

  • Experience with Python data science packages (NumPy, Pandas, Matplotlib) and Oracle SQL. This is mandatory and will be assessed.

  • Minimum 2:1 (or equivalent) undergraduate degree in a quantitative subject.

  • 1-2 years’ experience working within a risk management function, or similar area within a financial services firm.

  • A strong understanding of the different types of risk faced by the firm (credit, market, operational, regulatory) and how they’re managed.

Optional

  • Knowledge of IG’s leveraged product set and the nuances of each.

  • Familiarity with quantitative risk management models such as Stress-Testing and Value at Risk.

  • An understanding of statistical concepts and their application to pricing time-series data (i.e. calculating returns).

  • An understanding of the Black-Scholes options pricing model.

  • Experience with HTML, CSS, MongoDB & Microsoft Excel.

  • Happy to challenge the status quo and question existing methods.

  • Highly organised and capable to manage a multi-stream workload.

  • A strong attention to detail when providing analysis to senior stakeholders and/or regulators.

  • Comfortable working autonomously in a fast-paced, often-changing environment.

  • An interest in financial markets.

What we offer

  • Competitive salary

  • Private medical cover for you and your family (Medicover)

  • Multikafeteria system (you can choose multisport card, vouchers etc.)

  • Life insurance (Generali)

  • Comprehensive global and local onboarding process – to the company and to your role

  • Unlimited access to LinkedIn Learning Platform

  • Employee-led LGBTQ+, Women’s, Black and Parents & Carers networks with annual budget for organizing events & projects that foster an open, diverse and inclusive culture

  • Option to participate and create ESG initiatives based on IG Brighter Future Fund

  • Online stretching sessions

  • Online wellbeing weeks

  • Online social events

  • Annual parties - summer picnic and Christmas Party and other social events

  • Flexible working hours – depending on the role

  • Flexible work arrangements – we work in hybrid working framework

  • Home office equipment reimbursement

  • 2 additional days off a year for voluntary work

  • 1 additional day off to celebrate your Birthday

Benefits

  • private medical care

  • life insurance

  • fruits

  • integration events

  • corporate library

  • no dress code

  • video games at work

  • birthday off

Recruitment stages
1

review your CV

2

phone screen with our recruitment team

3

meet the team and your supervisors during the interviews

4

feedback and the final decision

Job Description

The Risk Analytics Team sits within the business model risk side of the Risk Department and reports directly into the Group Head of Risk. The Team is responsible for maintaining, developing and presenting a number of key risk management models (including Stress-Testing, Sensitivity Analysis Value at Risk, Expected Shortfall, etc…) covering credit and market risk across all entities of the Group. Alongside this, the Team is actively engaged in the automation and optimisation of existing processes and is more often than not managing various requests from stakeholders, be it the Dealing Teams, Regulators or the Senior Leadership Team. The successful candidate will report into the Head of Risk Analytics, be mentored by a Senior Risk Analyst and will work closely with the wider Risk Department. This includes the Risk Assurance Team who are responsible for the operational management of the firm’s credit and market risk exposure and also the Regulatory Capital Team who are responsible for calculating and reporting the firm’s capital requirements.

Where you’ll work

As part of our hybrid working environment, you’ll split your time between home and the office. In this way, you’ll be able to enjoy a better work-life balance and always bring your best self to your role. At the office, you’ll have access to everything you’d expect from a world-class employer, such as a modern working environment, agile spaces, private quiet rooms and breakout areas. Plus, all our offices are located in iconic city centres, close to everything you might need for a rewarding working experience.

Let applicants know the location of the office, any location-specific technology or office perks, and a bit about the culture of the team. E.g. ‘While you’ll be based in our London office, you’ll be working with our IT teams in Bengaluru and Krakow. Join IG, and you’ll be joining the best in an always-moving industry. We’re constantly improving and developing our backend systems, as well as experimenting with machine learning approaches like predictive analytics and NLP.

How you’ll grow

Your personal and professional development are important to us. As a company that’s constantly redefining the boundaries of possibility, we’ll challenge you to push yourself, accelerate your ambitions and rise to new levels of excellence. We know that’s a big ask, so we’ll make sure that you’re supported all the way, getting the backing you need and the recognition you deserve. If you connect with our vision and can get behind it, you’ll be rewarded with countless opportunities to experience new things and enhance your abilities.

IG Group

We’ve been at the forefront of trading innovation since 1974, taking on the challenge to deliver an unmatched experience for our clients and raise the bar for tomorrow’s opportunities. Today, we’re a global fintech company incorporating the IG, tastytrade, IG Prime, Spectrum and DailyFX brands, with a presence in 20 countries across five continents and over 400 000 active clients worldwide. But we know our success is only possible because of our people, who we encourage and empower to be brave, determined and inventive. Join us if you’d like to work in an inclusive, collaborative team that will recognise your talent and allow it to shine.

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