Risk Capital Analyst / Vice President

Stanowisko: Risk Capital Analyst / Vice President

Miejsce pracy: Warszawa

Data dodania: 30.07.2021

DCG is a modern technology company, gathering in its ranks IT related professionals. Due to the continuous development and the large number of recruitment projects that we carry out for our Partners, we are looking for a person for the position:

Risk Capital Analyst / Vice President


  • Work with senior quants developing or enhancing Risk Capital/Stress Testing models for wholesale credit risk (HFI, HFS, AFS, HTM, etc. exposures)
  • Develop PD/LGD/EAD/correlation/rating transition model to measure risk capital (economic capital), assess concentration risk, allocate risk capital or stress loss to lower business level or transaction level
  • Develop risk capital model for securitization exposure
  • Implement model analytics, model libraries/engine/executables and associated analytical tools, using programming languages such as C++, Python, VBA
  • Test model performance, implement testing suites for new and existing models, establish automated testing processes and repeated model documentation processes
  • Assist testing efforts and support requirements from Model Risk Management, participate in full model development, validation and ongoing performance monitoring cycles
  • Partner with Risk Reporting and IT to ensure that Risk Capital enhancements are correctly implemented and integrated in Risk and Finance systems


  • Masters and above degree in a quantitative discipline such as mathematics, financial engineering, physics, statistics, computer science, etc.
  • 5+ years of experience in an analytics, quantitative programming and implementation roles in a financial institution
  • Knowledgeable about risk measurement issues in wholesale credit risk, default correlation, concentration risk necessary
  • Eagerness & ability to grasp complex analytical or mathematical concepts quickly
  • Proficient in C++/C, Python, Excel VBA, Java and/or other programming languages
  • Experience with model implementation and integration with technology systems
  • Knowledge of wholesale CCAR PD/LGD/EAD models and knowledge about wholesale CECL a plus
  • Knowledge of risk capital and stress testing concepts and issues a plus
  • Ability to navigate through complex data and infrastructure environment a plus
  • Experience with implementing analytical user tools such as what-if calculator in Excel or other UI form a plus
  • Experience with database, cloud computing, client-server computing, distributed computing a plus


  • Private medical care
  • Trainings & Learning opportunities
  • Constant support of dedicated consultant
  • Team-building events organised by DCG
  • Competitive salary adequate to experience and skills

Przed wyslaniem CV/dokumentów aplikacyjnych, uprzejmie prosimy kandydatów o zapoznanie się z klauzulą informacyjną.

Po zapoznaniu się z klauzulą informacyjną podaną przez Administratora Danych dobrowolnie wyrażam zgodę na przetwarzanie przez Ogłoszeniodawcę moich danych osobowych, zawartych w mojej ofercie pracy, dla potrzeb procesu tej rekrutacji oraz dla realizacji przyszłych projektów rekrutacyjnych.

Agencja doradztwa personalnego (nr licencji 4642)

Dane spółki: Diverse CG Sp. z o.o. Sp.k., ul. Towarowa 28, 00-839 Warszawa                                                     

REGON: 141316780

NIP: 5222877930

KRS: 0000733458

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