Oferty
Quantitative Risk Model Analyst

Quantitative Risk Model Analyst

Warszawa
Rodzaj pracy
Pełny etat
Doświadczenie
Specjalista/Mid
Forma zatrudnienia
B2B
Tryb pracy
Praca hybrydowa

Wymagane umiejętności

Python

Counterparty credit risk

Opis stanowiska

Responsibilities:

  • Develop, maintain, and enhance counterparty credit risk models, particularly for constructing and calibrating risk covariance matrices
  • Calibrate and manage simulation models for counterparty credit risk assessment
  • Oversee the production and testing of covariance matrices, ensuring accuracy and reliability
  • Conduct impact analysis of model parameter changes on regulatory and internal risk measures
  • Design and implement methodologies, algorithms, and diagnostic tools to evaluate model robustness, stability, and performance
  • Create and maintain detailed technical documentation, including mathematical derivations, project plans, and quality control procedures
  • Support regulatory and internal risk management requirements with quantitative solutions
  • Prepare comprehensive reports and analyses for senior management and regulatory review

 

Requirements:

  • Minimum of 2 years as a quantitative or risk analyst in the financial industry
  • Advanced proficiency in Python is essential
  • Strong mathematical skills are critical
  • Excellent written and verbal communication 
  • A degree in Mathematics, Quantitative Methods in Economics, or a related field
  • Knowledge and experience with counterparty credit risk models
  • Experience in building and calibrating models in counterparty credit risk

 

Offer:

  • Private medical care
  • Co-financing for the sport card
  • Training & learning opportunities
  • Constant support of dedicated consultant
  • Employee referral program

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