Business Analyst

Drive FRTB Implementation and Enhance Risk Modeling!

Warsaw-based opportunity to work in hybrid model

As a Business Analyst, you will join our Client’s Market Risk Analytics team and play a pivotal role in the implementation of the Bank’s FRTB framework. You will be responsible for developing and refining complex market risk models to meet regulatory requirements.

Your main responsibilities: Develop and implement quantitative methodologies for FRTB-SA and FRTB-SA-CVA calculations

• Collaborate with cross-functional teams to ensure accurate and efficient model implementation
• Produce high-quality documentation and reports for internal and external stakeholders
• Conduct ongoing model validation and enhancement to maintain regulatory compliance
• Contribute to the development of innovative risk management solutions

You’re ideal for this role if you have:

• Strong quantitative skills with expertise in derivatives pricing, risk management, or related fields
• In-depth knowledge of FRTB regulations and their implications for market risk management
• Proficiency in Python
• Excellent analytical and problem-solving abilities
• Strong communication and interpersonal skills to collaborate effectively with diverse teams

#GETREADY  to meet with us!

We would like to meet you. If you are interested please apply and attach your CV in English or Polish, including a statement that you agree to our processing and storing of your personal data. You can always also apply by sending us an email at recruitment@itds.pl.

Internal number #5662