SKDD-CCP Smart Clear d.d. je finančno-tehnološko podjetje, ki ponuja storitve centralne klirinške nasprotne stranke (CCP) v EU in se osredotoča na obvladovanje tveganj in stabilnost trga. Iščejo starejšega specialista za obvladovanje nadzora in tveganja. Pričakujejo vsaj 2 (dve) leti izkušenj.
Senior Control and Risk Management Specialist
Position: Senior Control and Risk Management Specialist
Employer: SKDD-CCP Smart Clear d.d.
About:
SKDD-CCP Smart Clear d.d. is a fin-tech company and one of the fourteen financial institutions authorized under the EMIR regulation to provide Central Counterparty (CCP) services within the European Union. As a CCP, SKDD-CCP acts as an intermediary between other market participants; credit institutions and investment firms, and its main service is Clearing. Also, SKDD-CCP implements best risk management practices, which help mitigate systemic market risks and enhance overall market stability. Currently, the company is in the process of developing new service that will be offered to both the Croatian and international markets.
Job description:
Development and improvement of the methodology for assessing market and credit risk, liquidity risk, and counterparty risk
Implementation and testing of methodologies in a higher-level programming language (R, Python)
Daily retroactive testing and stress testing
Periodic implementation of retroactive stress testing and sensitivity analysis of model input parameters (analysis of the results obtained, action taken, and internal and external reporting)
Participation in the development of risk control and management strategies and policies
Creation and implementation of risk control and management processes in the Company (proposing internal limits, checking the applicability and effectiveness of methodologies)
Participation in the implementation of requirements from EMIR regulations, CPMI-IOSCO standards, and other regulations in the operations of the central counterparty
Development and regular updating of the Recovery Plan (monitoring, action, and reporting on related indicators)
Preparation of data and analysis and support in the development, implementation, and maintenance of risk management models
Continuous improvement of the risk management system (optimization and automation process)
Providing expert advice and opinions in the domain of risk management
Work on projects (regulatory compliance, initiatives, etc..)
Ensuring compliance with applicable regulations in risk management
Cooperation with other organizational units