Informacje o stanowisku

ZAKRES OBOWIĄZKÓW:

Main duties will include:

• Maintain and improve existing risk capital models and provide expertise as a Subject Matter Expert
• Lead the development and implementation of economic risk capital models
• Monitor production processes, identify risk drivers, and develop analytics for loss explanations
• Interact with stakeholders, including model sponsors and validators

Requirements:

• 3-5 years of relevant experience in finance / banking / economy
• MSc or PhD required
• Strong mathematical background in statistics and quantitative finance
• Experience in risk management roles related to model development or validation
• Proficient in Python
• C++ will be additional asset

Benefits:

• Exposure to industry-leading methodologies in risk monitoring and measurement
• Competitive salary and benefits, including private medical care, life insurance, pension plan, and more
• Hybrid working model (up to 2 days at home per week)
• Access to learning resources and opportunities for professional development

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