Quantitative Analyst role based in Poland (offer visa sponsorship)

London, England, United Kingdom

***Will provide visa sponsorship for those wishing to relocate to Poland***

Independent Model Review – Quantitative Analyst (Market risk or Credit risk team)

A major Investment Banking client of ours is currently expanding their Independent Model Review team in Krakow, Poland. They are looking for Quantitative Analysts from Senior Analyst to Senior VP managerial level. The opportunities will be high impact Global roles, helping drive the efforts in Poland and building a strong Risk Analytics team to work on Global projects.

Responsibilities:

  • To work as part of the Global IMR function to assist in the delivery of Model appraisals,
  • Undertake analysis to identify modelling assumptions and limitations for the proposed models,
  • Assist IMR global functions in documenting findings and appraisal outcomes,
  • Work effectively with the other IMR (local and global) quantitative analysts,
  • Assist in reporting requirements for Global IMR, producing detailed updates for Model Oversight Committees, Senior Internal Stakeholder Groups and Regulators,
  • Mentor less experienced analysts and provide expertise and technical support across multiple projects,
  • Work with Senior Managers across IMR to build relationships with Model Developers / Owners,

Requirements:

  • Masters / PhD Graduate in numerical subject e.g. Quantitative Finance, Mathematics, Economics, Engineering discipline, etc.
  • At least 3 years of experience in the financial/banking industry,
  • Knowledge in one or more of the following areas: Trading Models, Risk models, Statistical Models, Scorecard Development,
  • Knowledge of Basel II / III regulatory framework (BIPRU) and those of other country regulators,
  • Experience of developing Pricing Models / Basel II (PD, EAD, LGD) / Risk models,
  • Experience of conducting independent model reviews,
  • Evidence of successfully defining and shaping rigorous governance frameworks,
  • Fluency in English both spoken and written.

Please send your CV to phoebe.cheung@eamesconsulting.com