Quantitative Stress Testing Senior Specialist

Kelly Services, founded by William R. Kelly in 1946, is an international workforce solutions provider for customers in a variety of industries in 40 countries. Kelly Services specializes in Recruitment Projects within Finance and Accounting, Multi-Lingual, HR, Sales and Marketing, IT, Engineering. In addition, Kelly also offers an array of Consulting and Outsourcing services

For one of our client, we are currently looking for Candidates for the role of:

Position: Quantitative Stress Testing Senior Specialist
Location: Warsaw, Poland

ROLE:

• Engaged in activities across multiple projects and work streams to enhance ICAAP stress testing processes
• Assessment and implementation of the framework needed for each Legal Entity to streamline and optimize each ICAAP's usage of centrally developed models (for example stress loss and economic risk capital models) and ensure that each usage is compliant with the Model Risk Management Policy
• Support the scenario design process for ICAAP's across 40+ legal vehicles, vulnerability assessment, narrative development and development of core scenario shocks
• ICAAP governance enhancements to ensure legal vehicle compliance with the firm's enterprise stress testing framework, model risk management, capital planning policies and standards
• Services related to internal and external stress testing exercises (ICAAP's and regulatory driven industry wide stress testing exercises), the loan loss reserve processes

REQUIREMENTS:

• Academic degree in field with analytical focus
• 2-5 years of experience in financial services sector
• Familiarity with relevant regulatory guidance (including IFRS9 based ICAAP credit stress loss methodologies, impairment staging rules, minimum coverage ratios, etc.)
• Knowledge in topics related to Model Risk Management & Model Lifecycle
• Experience with Python & SAS
• Advanced level of English (C1 or above)

WE OFFER:

• Work on a wide range of analytical and strategic topics relevant for senior management and regulatory bodies
• Influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas
• Competitive salary & social benefits (e.g. private healthcare care, employee pension plan, benefit system, life insurance)

If you are interested in this role, please send your CV via APPLY button.
Please be informed that we will contact only with selected candidates.

When applying please enclose the below statement: "I hereby give consent for my personal data included in my application to be processed for the purposes of the recruitment process under the Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2017 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (General Data Protection Regulation)".

Zawiadomienie dotyczące prywatności
W związku z rekrutacją na to stanowisko, Kelly Services działa w charakterze Podmiotu Zatrudniającego (Employment Business). W razie podjęcia decyzji o złożeniu aplikacji, Twoje dane będą przetwarzane zgodnie z Polityką Prywatności obowiązującą w Kelly Services.

Jako pracodawca stosujący zasadę równych szans, z zaangażowaniem wspieramy aplikacje złożone przez wszystkie osoby posiadające stosowne kwalifikacje, bez względu na rasę, płeć, stopień niepełnosprawności, wyznanie/ przekonania, orientację seksualną lub wiek.

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As an Equal Opportunities employer we welcome applications from all suitably qualified persons regardless of their race, sex, disability, religion/belief, sexual orientation or age.