Competitive + Relocation
about 2 months ago
Hamlyn Williams are supporting an international bank based in Warsaw, Poland, who are seeking an experienced Quantitative Analyst/Model Risk Manager to join their Model Validation Squad.The role is a mid-senior position within the team. This is a great opportunity for individuals with insight about data and data processing skills looking to challenge themselves.
- Data processing and structuring.
- Preparing documentation.
- Data Analysis.
- Operational support.
- If you have higher education (preferably IT, quantitative/numerical, mathematics, physics, statistics).
- 2+ years of experience working in data analytics or data science.
- 2+ years of hands-on experience working with SQL.
- 2+ years of hands-on experience working in 4GL programming.
- 2+ yeards of working in SAS environment (preferably SAS Enterprise Guide).
- You speak English on a very good level (C1 or above).
- You are excellent team player, persistent, service oriented, people centric, eager to learn.
- You would like to work in an international environment focused on creativity and modernity.
Extra Points For:
- Experience in credit risk reporting and analysis.
- Knowledge about credit risk models (pd, lgd, ead, ifrs9, irrbb).
- Good understanding of regulatory requirements.
- Experience in modelling and machine learning.
- Hands-on experience with python.
- Knowledge of agile/scrum
If you are a skilled data analyst / model validator you can apply by contacting me directly or by selecting the Apply button.
I am a Risk market specialist working with a large variety of clients across the Financial Services industry. If this role is of interest to you, or if you’d like to explore other opportunities in the market, please feel free to reach out directly.
Contact Aya Agbaria at +31 20 299 4406 or at firstname.lastname@example.org.