Financial Risk & Analytics Officer in Warszawa | NatWest Group Careers
Join us as a Financial Risk & Analytics Officer
What you'll do
- We're looking for an experienced professional to support our strategic objective to inform business risk and reward decisions using our Counterparty Credit and Market Risk models
- You'll be assessing and challenging the mission-critical models used in our NatWest Markets division, and following through on your findings with senior management
- You'll gain valuable experience working with the global Risk Methodology team
As a Financial Risk & Analytics Officer in the Model Management team, you'll be reviewing, testing, and providing development insight for the models used in the bank's credit and market risk frameworks. This includes models used in decision-making, exposure calculations and capital requirements. You'll deliver analytic insight into the performance and suitability of models, how they might be improved, as well as MI to the CRO.
You'll also be:
The skills you'll need
- Helping with regulatory engagement in relation to risk models and model frameworks
- Supporting the business by developing and maintaining risk models and decision support models, with a focus on improved effectiveness and efficiency
- Producing clear and well presented analysis, and provide actionable MI on all aspects of model performance
- Identifying opportunities for improvement, both in terms of the models and measures produced, and the approaches and processes used within the team
- Working effectively with other risk functions, the customer franchises and broader functions so that the model suite is integrated with other activities, ensuring effective and efficient delivery
We're looking for someone with extensive experience in designing, writing, and testing financial risk or pricing models, from a wholesale banking perspective.
You'll need to hold a degree in a highly numerate discipline, with a track record in modelling.
You'll also demonstrate:
- The ability to translate complex and statistical techniques into simple, easily understood concepts
- A background of successfully using and deploying new data sources, approaches and tools
- Strong IT skills, primarily Python and Excel, with a strong understanding of the principles of good coding and operational risk control