Lead Alm Risk Model Development

itinfinance.nl

Warsaw, Poland
17,300 - 28,000 pln gross; not specified; not spec...
6+ years financial risk management experience
Expertise in market risk modelling and statistics
Strong python programming language skills
The role involves managing a team of over eight quantitative experts to steer model development and monitoring

Job Summary

  • The role involves managing a team of over eight quantitative experts to steer model development and monitoring.
  • Candidates must possess a strong quantitative background including an MSc or PhD in fields like Financial Mathematics or Statistics.
  • The position supports the maintenance and rollout of ALM and Operational Risk models on an in-house platform.

Matching Summary

The role involves managing a team of over eight quantitative experts to steer model development and monitoring.

Salary

17,300 - 28,000 PLN gross; Not specified; Not specified

Skills & Requirements

Must-have

  • 6+ years financial risk management experience
  • Expertise in market risk modelling and statistics
  • Strong Python programming language skills
  • Extensive knowledge of interest rate modelling
  • Understanding of regulatory ALM risk policies
  • C1 English level proficiency

Nice-to-have

  • Experience advising Senior Management
  • Professional certification FRM PRM CFA or CQF
  • Knowledge of SOT regulatory models NII EVE
  • Experience with EBA IRRBB CSRBB Guidelines
  • Background solving ECB findings

Key Requirements

  • 6+ years experience in financial risk management
  • MSc or PhD in Quantitative field
  • FRM/PRM/CFA/CQF certification preferred
  • English level C1 required

Work Rights

Not specified

Tailored Resume

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