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Quantitative Risk Model Analyst
Quantitative Risk Model Analyst
Nowa
Finanse
Quantitative Risk Model Analyst
DCG
Warszawa
26 880
-
29 400
PLN
Netto miesięcznie - B2B
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
Wszystkie oferty
Warszawa
Finanse
Analiza
Quantitative Risk Model Analyst
26 880
-
29 400
PLN
Netto miesięcznie - B2B
Aplikuj na ofertę pracy
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