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Market Risk Stress Testing Manager / Senior Analyst

Employer
Taylor Root
Location
Ozorkov, Poland
Salary
Negotiable
Closing date
Nov 13, 2020

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
My client, a Top Tier Investment Bank is looking for Market Risk Stress Testing Manager and Market Risk Stress Testing Senior Analyst to join their team based in Poland.

*You must have right to work in Poland/EU as the client don't offer visa.*

Competitive local market salary in Poland

What you will be doing:
  • Lead regular market and economic analyses to ensure stress scenario library is suited for pro-active risk management
  • Lead the calibration of relevant stress scenarios ensuring consistency across all risk factors used both in market and credit risk
  • Ensure integrity of both BAU & regulatory stress testing results as well as provide relevant commentary and analysis
  • Form a judgment on the appropriateness of exposure/positions vs. risk appetite using stress results computed by numerous teams as well as identify and escalate concerns
  • Help risk appetite definition
  • Transform Senior Management strategy and questions into practical stress testing approach to improve risk-reward decisions
  • Take initiatives to develop innovative solutions
  • Take responsibility for ensuring that stressed risk measures are in line with best practice and meet regulatory requirements
  • Guide the methodology team to develop robust tools and infrastructure as well as document
    the methodology, results and basis of preparation of stress testing exercises
  • Support and coordinate regulatory stress tests from various regulator
  • Act as a subject matter expert for stress testing questions (inc. systems and processes) coming from local regions, other teams and regulators
  • Drive the incentive and provide directions to the local sites so that stress testing is used appropriately by risk managers for decision making, vulnerabilities in the traded portfolio are well understood by senior management
  • Ensure alignment of function with Global Operating Model as well as guide WMR on transformation projects providing requirement, assisting development and UAT testing


What we are looking for:
  • University graduate in finance, mathematics, computer science or any other quantitative related degrees
  • Preferably international financial/risk accreditation e.g. CFA, FRM, PRM
  • 3 to 5+ years of relevant experience in banking (e.g. Risk, Product Control, Front Office, Middle Office) with exposure to multiple stakeholders and analytical reporting
  • Previous exposure to large projects involving technical IT considerations
  • Very good understanding of financial products including derivatives, macro-economics, econometrics and financial markets
  • In-depth understanding of advanced risk management techniques across a diverse portfolio of assets with regards to market risk and/or credit risk
  • Financial engineering skills and experience in building credit or market risk models as well as development of stress test scenarios
  • Understanding of the changing regulatory landscape
  • Knowledge of software development tools (VBA, Python, etc.) is desirable
  • Ability to make decisions quickly in a wide range of fields: risk management, technical and governance related
  • Ability to learn abstract concepts and to operate effectively against uncertainty and on unfamiliar ground
  • Ability to communicate with a various range of stakeholders including technical and non-technical staff and articulate complex ideas in a clear manner


To apply, please send your CV to phoebecheung@taylorroot.com

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

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