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Crisil Integral IQ delivers solutions and analytics to top financial institutions, driving strategic transformation, risk optimization, and operational excellence. Our offerings across research, risk, lending, analytics and operations have empowered clients to navigate complex markets, mitigate risks and unlock new opportunities. Our domain expertise, innovative solutions, future-ready technologies such as AI and data science give clients the confidence to accelerate growth and achieve sustainable competitive advantage. Our globally diverse workforce operates in the Americas, Asia-Pacific, Europe, Australia and the Middle East.
We are looking for an experienced Credit Risk Analyst who will join our Team supporting one of the biggest investment banks.
Key responsibilities:
-Conduct valuation analysis for XVA – CVA, DVA, FFVA.
-Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers.
-Collaborate closely with Traders, Structurers, and technology professionals.
-Built automated modules and dashboard to monitor model performance including changing in the valuation metrics.
-Developing, maintaining and validating various types of risk models.
Skills requirements:
-Strong knowledge of derivative pricing, stochastic calculus, Monte Carlo simulations, numerical methods.
-Expertise in pricing modelling of at least one asset class (Equity/FX/Interest Rates) is must.
-Good understanding of Yield curve framework.
-Solid understanding of risk drivers, Greeks of derivative products, volatility skew/surface structure, interest short/forward rate model dynamics.
-Experience in Risk Management process in the setting of global banks/financial institutions especially Model Development and Independent Model Review/Validation.
-Strong communication and documentation skills.
-Fluent in English n Prior involvement in UAT testing and thus can learn how to work with systems quickly.
-XVA knowledge.
Our offer:
-Stable Employment in an International Company: Be part of a globally recognized organization that values stability and growth.
-Secure Employment Contract: Enjoy the peace of mind that comes with a solid employment contract.
-Comprehensive Benefits Package: Take advantage of our extensive benefits, including Medicover health insurance, Multisport membership, and group insurance to keep you and your family protected.
-Flexible Hybrid Work Model: Experience the best of both worlds with our hybrid work model, allowing you to work from the office just 2 times a month and enjoy the flexibility of remote work the rest of the time.
-Employee Referral Program: Help us grow our team and get rewarded through our Employee Referral Program.
-Education Reimbursement Policy: Invest in your future with our education reimbursement policy, supporting your continuous learning and professional development.
-Career Development Opportunities: Explore numerous internal and external opportunities to advance your career within the Finance Domain. We are committed to your growth and success.
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Interested candidates should attach the below clause to their CVs:
"I hereby express my consent to process my personal data included in my job offer by CRISIL Irevna Poland Sp z o.o. or any other entity of the CRISIL group for recruitment purposes and once the recruitment process is closed, I agree that CRISIL Irevna Poland Sp. z o.o. with its registered seat in Wroclaw, 50-125, ul. Mikolaja 7 or any other entity of CRISIL group places and processes my personal data in its database. I also express my consent to sending my personal data to third parties within CRISIL group pursuant to the European Parliament's and Council of the European Union Regulation on the Protection of Natural Persons as of 27 April 2016, with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC.I submit the data voluntarily. I have been informed about the right of access to the content of my data and about the possibility of correcting them."