For a client in the banking industry, we are looking for a person to fill the position of Stress Test Analyst.
This role sits within the Stress Testing team in the Enterprise Risk Analytics group. This role requires
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experience and knowledge of Wholesale Credit Risk.oferujemy
- Our Client values stability of employment, therefore we offer you first B2B contract for a period of 6 months with the possibility of extension.
- Working in hybrid model
- Opportunity for professional development in the international and multicultural organization.
- Develop skills using modern technologies.
- Learn from peer experienced colleagues by working together on problem analysis and reviewing codebase
- Achieve deep understanding of the Business and Technology Infrastructure organization
zadania
- Provides support to team with ongoing routine BAU data/attribution analysis
- Develops, enhances, and validates the methods/analytical capabilities of measuring and analyzing GSST stress testing RAP stress loss results, for wholesale credit risk
- Assists in the development of loss results analytics engines, tableau report, and analytical data pipeline
- Documents technical specs and procedure changes in procedure documents
- Assists in UAT testing efforts and document requirements for technology enhancement
- Reviews monthly stress testing result and perform variance analysis
- Interacts and partners with business stakeholders especially from PMG portfolio management group to obtain, understand, analyze and propose solutions to various stress loss data and system issues
- Partners with Technology and Project Management Group to implement model change and capability enhancing projects, if needed
- Communicates with managers and senior leaders and various key stakeholder for required changes
oczekujemy
- 5+ years’ experience in a quantitative role in financial services or related fields.
- Knowledge of Wholesale Credit Risk
- Knowledge of reporting tools for example Tableau
- Excellent proficiency in Microsoft Office and programming experience in Python
- Professional ability and presence to interact with Senior Stakeholders from Finance, Risk and Business.
Agencja zatrudnienia – nr wpisu 47
ta oferta pracy przeznaczona jest dla osób powyżej 18 roku życia