Ogólne informacje

Stanowisko
Market Risk Senior Consultant | FIRR | Advisory
Wymiar czasu pracy
Pełny wymiar czasu pracy
Miasto
Gdańsk, Kraków, Poznań, Warszawa, Wrocław
Kraj
Polska
Dział
Risk Advisory
Zespół
Financial Industry Risk & Regulatory
Obszar zainteresowania
Financial Services Industry
Tryb pracy
Hybrydowy

Opis i wymagania

Who we are looking for
Deloitte’s Financial Industry Risk & Regulatory team is looking for a Senior Consultant in Warsaw its growing business in Poland and the Central European region. The successful candidate will join a dedicated team that focuses on market and liquidity risk, treasury and assets & liability management. 

We are seeking an individual with the following qualifications and personal attributes:

  • 3+ years of 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.

Your future role
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 and liquidity risk, treasury, and assets and liability management (ALM)
  • Work on the 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 IT solutions/systems supporting such functions as: analysis and control of market risk and liquidity, treasury, treasury controlling, and ALM.
  • Develop solutions and models in the field of asset and liability management (e.g. FTP, deposit modelling, hedge accounting)
  • Develop an internal tool for measuring and reporting interest rate risk (IRRBB, CSRBB)
  • Determine the organization and division of responsibilities in the field of risk management, treasury, ALM, controlling, and finance
  • Support treasury teams in the implementation of quantitative elements related to new regulations, new capital requirements for market risk
  • Share knowledge and develop junior colleagues while coordinating their work
  • Work closely together with other service lines and teams in other locations
What we offer
Selection process
Recruitment Journey:
  • Stage 1 – Send your CV in word or pdf fomat in English/Polish.
  • Stage 2 - Join an HR interview (online, 25 minutes)
  • Stage 3 - Attend a Hiring Manager interview (online, 45 minutes)
  • Stage 4 - Prepare case study 
  • Stage 5- Attend a Hiring Manager interview
  • Stage 6- - Welcome on board!

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