Trwa ładowanie. Prosimy o chwilę cierpliwości.
Deloitte
Data aktualizacji: 2022-09-20
Warszawa, mazowieckie
Konsulting, Analiza
angielski
Data aktualizacji: 2022-09-20 Aplikuj
REKRUTACJA ZDALNA
Consultant/Senior Consultant | Market Risk | Risk Advisory

Consultant/Senior Consultant | Market Risk | Risk Advisory

Warszawa

Who we're looking for

As part of our high-performing Financial Institution Risk & Regulatory Team you will have the opportunity to:

  • Conduct advisory projects in the area of market risk, treasury and liquidity management
  • Work on construction, modification and validation of market risk measurement and derivatives valuation models
  • Develop solutions for regulatory requirements in the area of market and liquidity risk
  • Develop strategies, limit systems and methods to hedge market risk
  • Develop and implement of IT solutions/systems supporting such functions as: analysis and control of market risk and liquidity, treasury, treasury controlling, ALM.
  • Develop solutions and models in the field of asset and liability management (e.g. FTP, deposit modelling)
  • Determine the organization and division of responsibilities in the field of market risk management, treasury, ALM, controlling
  • Support treasury teams in the implementation of quantitative elements related to new regulations such as MIFID II, PRIIPS or new capital requirements for market risk (e.g. IRRBB).
  • Share knowledge and develop junior colleagues while coordinating their work
  • Work closely together with other service lines and teams in other locations

Requirements:

  • 3+ years experience in the financial sector (preferably financial risk area in banking or supervisory authority) or at a consultancy firm with experience in financial regulation or quantitative risk modelling (or a combination of both)
  • Strong interest in data science, portfolio and risk models, with a special focus on market risk
  • People management and/or project management experience is a plus
  • Strong ability to handle and analyze large datasets in Excel. Additional fluency in languages such as R, Python, VBA, SAS 4GL and SQL is an advantage
  • developing solutions and models in the field of asset and liability management (e.g. FTP, deposit modeling)
  • determining the organization and division of responsibilities in the field of market risk management, treasury, ALM, controlling
  • supporting treasury teams in implementing quantitative elements related to new regulations such as MIFID II, PRIIPS or new capital requirements for market risk (e.g. in the scope of IRRBB).
  • Working proficiency of English language.

What we offer

  • exposure to interesting advisory projects
  • rapid knowledge development thanks to on-the-job trainings related to the area of expertise
  • opportunity to be a part of global work-streams and cross-country projects
  • attractive customized learning portfolio (professional designations and international certificates)
  • continuous professional grow and clear career path
  • friendly work atmosphere and staff parties
  • valuable relations for life: industry network & references from recognized professionals

About Deloitte

Deloitte is a variety of people, experience, industries and services we deliver in 150 countries of the world. It is an intellectual challenge, a good starting point for your career, and an excellent opportunity for continuous development and gaining valuable life experiences. What you only must do is to take the first step – press the apply button and send us your CV, go through all the stages of the recruitment process and sign a contract with us. Deloitte is simply your best choice.