Your responsibilities

• Perform business analysis in the area of market risk measurement and control in the trading book and banking book, in case of the implementation of new regulatory and business requirements, including: analysis of regulatory requirements and identification of gap/required changes, definition or sourcing of business and functional requirements, quantitative and qualitative analysis of the impact of new requirements from the perspective of processes, systems and data;

• Participation in testing of implemented solutions;

• Preparation of documentation of the analyses performed;

• Support in project management;

• Active supporting the development of junior team members;

• Nurturing professional relationships with external clients and staff from other teams within EY.

Our requirements

• Experience in implementing regulatory and business requirements in the area of market risk measurement and control in trading book and banking book;

• Ability to perform and document business analysis on data, calculation and analytical tools, workflow and reporting;

• Knowledge of issues in the area of financial risk management, such as: construction and rules of trading financial instruments, valuation of financial instruments, including derivatives (e.g. discount and projection curves, volatility planes), risk measurement and control (e.g. VaR, FRTB, IRRBB, stress tests, liquidity);

• Knowledge of the regulatory environment in which a banking institution operates, including: CRD/CRR, KNF and EBA requirements, IBOR reform

• Master’s degree in scientific fields such as econometrics, mathematics, statistics or computer science;

• Programming skills and knowledge of SQL and e.g.: Python, R, SAS, C#/C++, Spark;

• Advanced level of English and Polish languages;

• Ability to work in a team, build long-term relationships and high communication skills.

What we offer

• Access to SAP Learning Hub and many internal training systems;
• Substantive and financial support to gain recognised qualifications and certifications;
• Udemy for Business - access to over 3000 online training courses;
• Go Fluent - a platform that offers language courses at the level of your choice;
• EY Badges - global certification of your competencies and the opportunity to earn a Tech MBA from the renowned Hult International Business School;
• Career Counselor - a dedicated, experienced advisor who supports your career development at EY;
• Innovate EY - a unique program where you can create your own start-up using our know-how and funding.

Are you missing large-scale project work? Do you appreciate the importance of working in an international environment? Dynamic development and high level business relationships are dream come true? You are in the right place! We invite you to join Financial Risk & Analytics - a team of experts in the area of advising the largest clients in the financial sector. An initiative and a few clicks are enough to have the opportunity to work among real enthusiasts, exchange experience, expertise and have the chance to take overall responsibility for major projects. We guarantee that tasks will not be repetitive, because we provide a variety of issues and challenges. Are you serious about development? We do too! That is why we give you access to thousands of training courses, support you in planning your development path and are happy to share our knowledge and experience. Let's get to know each other!