EMEA Stress Testing Analyst - Risk Engineering - Analyst/Associate - Warsaw

Requirements

• Master's or Bachelor's degree in a quantitative discipline such as data science, mathematics, physics, econometrics, computer science or engineering
• 1-3 years of experience in project management area, preferably in financial, regulatory or consulting environment
• Good organisational and time management skills, with experience in leading projects involving multiple teams
• Entrepreneurial, analytically creative, self-motivated and team-oriented
• Excellent written and verbal communication skills
• Experience with programming in Python and/or SQL for extract transform load (ETL) operations and data analysis will be beneficial
• Experience in developing data visualization and business intelligence solutions using tools such as, but not limited to, Tableau, Alteryx, PowerBI etc.
• Working knowledge of the financial industry, markets and products and associated risks
• Working knowledge of statistical modelling, such as regression, time series analysis, machine learning etc. is beneficial

What You'll Be Doing

• Delivering regular and reliable risk metrics, analytics and insights based on deep understanding of the firm’s businesses and its client activities. This involves enhancing and managing processes that quantify, review, explain and convey insight for risk and capital measures for a large, diverse set of financial products or activities across the firm, considering multiple types of risk including credit, market and operational risk
• Supporting the development and execution of the capital planning quantification and stress testing programme, including regulatory stress testing, internal capital adequacy assessment process, recovery planning, or any ad-hoc stress testing performed for multiple legal entities across EMEA
• Building robust, systematic and efficient workflows around the production of risk analytics to streamline and automate risk analysis
• Developing and maintaining engaging approaches to share curated risk insights through interactive dashboard tools
• Proactively liaising with groups such as Modelers/Strats, Engineers, Controllers, and Business to understand and explain observations in risk data
• Communicating complex ideas with internal/external stakeholders such as risk managers, senior management, the firm’s regulators and auditors

Nice to Haves

• Experience with programming in Python and/or SQL for extract transform load (ETL) operations and data analysis will be beneficial
• Experience in developing data visualization and business intelligence solutions using tools such as, but not limited to, Tableau, Alteryx, PowerBI etc. is beneficial
• Working knowledge of statistical modelling, such as regression, time series analysis, machine learning etc. is beneficial

Perks and Benefits

• Work in a dynamic and highly creative teamwork and consensus-orientated environment
• Exposure to industry leading market data, pricing and risk & capital models for all activities the firm engages in
• Exposure to large volumes of data and the tools and techniques to interact with and determine meaningful interpretations of such data
• Development of quantitative and programming skills
• Development of economic, financial product and market knowledge
• Engagement in critical risk management activities and opportunities to work with senior members of the firm and a wide variety of groups across all areas of the firm