Financial Analyst (Model Risk Management), Kraków
About the role
TMS is part of the OANDA group, an award-winning, private equity backed, global company that offers leading currency solutions and online trading platforms for both real and corporate clients.
We are the most experienced brokerage house in Poland, offering financial services based on information technology (FinTech). We give investors intuitive tools to trade on currencies, commodities, stock indices, stocks and cryptocurrencies. Thanks to the TMS mobile application, investments in global markets are always at hand!
Our Risk Team is just looking for someone who is interested in boosting own career path in FinTech environment. This role requires not only previous experience of financial risk management but also gives the opportunity to broaden knowledge of financial markets and working with the newest technology.
The scope of duties:
- Developing and back testing various quantitative risk management models including VaR and Expected Shortfall.
- Applying agreed risk appetites, risk tolerances and thresholds, including monitoring, identifying and escalating any risk violations to the risk committee and other stakeholders.
- Proposing and implementing improvements to risk management models.
- Building and improving stress testing framework for internal and regulatory purposes.
- Contributing to counterparty credit risk and liquidity risk models development.
- Conducting statistical analysis on large volume of financial data.
- Providing technical documentation for internal and external purposes.
- Reviewing and maintaining financial risk policies, procedures and guidelines.
The range of requirements:
- Min. 3 years of experience in similar position.
- Strong experience using SQL.
- Fluent English and Polish.
- Any programming skills – Python is a preferred language.
- Previous experience in financial industry and good understanding of financial instruments will be an advantage.
- Knowledge of public cloud data platforms would be a plus e.g. Google Cloud Platform.
- Excellent organizational, communication, analytical, and interpersonal skills.
- Additional certification such as CFA, FRM, PRM, CQF will be an advantage.
- Knowledge of and experience using the Bloomberg Terminal would be a plus.
OANDA Global Corporation is a diverse and global team with offices around the world. We value the unique skills and experiences each individual brings to OANDA. We are committed to creating and sustaining a collegial work environment in which all individuals are treated with dignity and respect and one which reflects the diversity of the community in which we operate. We provide an inclusive and accessible environment for everyone. Candidates selected for an interview will be contacted directly. If you require accommodation during the recruitment and selection process, please let us know. We will work with you to provide as seamless a recruitment experience as possible.