Your responsibilities

• Building and validating financial instrument pricing, market risk measurement, ALM models;

• Design and implement processes and tools to address business, accounting and regulatory needs in the area of financial risk;

• Support in project management;

• Coworking effectively with the team.

Our requirements

• No less than 1 year of experience in the area of financial risk management;
• Understanding of financial and derivative pricing models (e.g. discount and projection curves, volatility planes, Monte Carlo, finite differences);
• Understanding of risk measurement models (e.g. VaR, FRTB, IRRBB, stress testing, liquidity);
• University degree in a scientific field such as econometrics, mathematics, statistics, computer science;
• Programming skills (preferred knowledge of: SQL and e.g. Python, R, SAS, C#/C++, Spark);
• Advanced level of English and Polish languages;
• Experience in project work - supported by examples;
• Experience in building or maintaining Machine Learning predictive models used in data analytics will be added value;
• Experience implementing technology platforms in data analytics, risk or treasury will be added value.

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 a risk taker? Do you know the IRS is not only the American tax office? Do you analyze data, not just telling fortune from the crystal ball? Don't calculate too long, because you will have time for that at work. Now listen to your heart and apply to the Financial Risk & Analytics team, because only here you will find out, that clients from the financial sector are waiting for your proposals for solutions to their problems (with blazing eyes!). Initiative and a few clicks are enough to get a chance to work among real enthusiasts, gain practical business experience, broaden substantive knowledge and competences. We guarantee that you will not get bored because we provide a variety of tasks, issues and challenges. Are you serious about development? We do too! That is why we give you an access to thousands of training courses, support you in learning new skills and openly share our knowledge and experience.

Let's get to know each other!