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Specialist Risk Measurement

  • Kraków, małopolskie
  • Specjalista
  • 18.09.2018

    Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

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    Specialist Risk Measurement
    Kraków
    NR REF.: 1112014

    Key Responsibilities / Accountabilities

    • Performs processes and procedures in the qualified approach of market risk measurement according to the derivatives regulation for investment funds (value at risk, backtest, stress test, simulation analysis)
    • Performs decomposition, modelling and integration of derivative securities und structured instruments into the daily process of market risk measurement
    • Performs pre-trade eligibility checks of new assets with respect to the valid legal and technical requirements for risk management of investment funds
    • Conducts assessments of the necessity and the applicability of the qualified approach for market risk measurement in the case of launching new investment funds or the conversion of existing portfolios (concept check)
    • Answers ad-hoc inquiries and conducts calculations and analysis related to client reporting requests.




    What you'll need to succeed 

    • Master’s degree or equivalent qualification in Finance, Economics, Business Mathematics, Business Administration or related subject
    • Relevant practical experience in the fields of measurement of market risk and the validation of risk figures for multi-asset investment funds or other kind of multi-asset portfolios
    • Excellent knowledge and understanding of the theoretical and empirical coherences of financial markets
    • Good knowledge of the German and the European investment law
    • Intermediate to advanced level in two or more programming languages like VBA, SQL, R, Matlab, Python or similar
    • Results orientation, self-reliant working, outstanding quality and reliability, unsolicited communication, customer service focus
    • Fluent in spoken and written English, good German language skills- as an asset.

    We offer:

    • Being a part of the international Leader in managed assets
    • Open and trusted company
    • Modern office in the centre of Cracow
    • Competitive benefits and very attractive salary.


    [email protected]
    Prosimy o dopisanie następującej klauzuli: "Wyrażam zgodę na przetwarzanie moich danych osobowych zawartych w ofercie pracy dla potrzeb procesu rekrutacji zgodnie z ustawą z dnia 27.08.1997r. Dz. U. z 2002 r., Nr 101, poz. 923 ze zm."



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