Risk Modelling Manager

This is newly created position in company which would enable you to have real impact on the company growth.
For our client, the largest independent investment management company in Europe and a market leader in Master-KVG services and private label funds I am looking for Risk Modelling Manager.

This role includes technical and finance skills, knowledge and understanding in the field of Financial Engineering and Financial Product Structuring. You will be responsible for performing processes and procedures in the qualified approach of market risk measurement according to the regulation for investment funds (value at risk, backtest, stress test, simulation analysis).

The role includes cooperation in international environment so you will be cooperating across borders with other companies and branches of the Group in English language. Additionally on this position you will be responsible for:
  • analysis and interpretation of the investment portfolio exposure,
  • contributing to the development of the risk management system (RiskManagerTM) and the associated system interfaces, e.g. e.g. by using programming languages such as VBA, SQL, R or similar,
  • conducting validation and optimization of the implemented pricing and risk models.

The ideal candidate should present degree or equivalent qualification in Finance, Economics, Business Mathematics, Business Administration or related subject, at least 2 years of experience in the field of measurement of market risk and the validation of risk figures for multi-asset investment funds or other kind of multi-asset portfolios, advanced level in two or more programming languages like VBA, SQL, R, Matlab, Python or similar. You should be fluent in spoken and written English.

This is newly created position in company which would enable you to have real impact on the company growth and shaping structure locally. Our client offers full-time work based on a work contract, training packages and employee benefits:
  • life insurance
  • co-financing for courses and training (e.g. ACCA, language courses)
  • Multisport
  • flexible hours for starting work (between 7 am. - 10 am.)
  • business equipment

If you are interested, please apply and find out more.
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Job Type
Bankowość & Usługi Finansowe
Finanse i Księgowość

Talk to a consultant

Talk to Justyna Dobranowska, the specialist consultant managing this position, located in Kraków
Hays, al. Pokoju 5

Telephone: 785504598