Informacje o stanowisku

technologies-expected :

• Python

• Leading quantitative analysis
• Contributing to project planning
• Improving model methodology
• Model implementation and development of tools (Python)
• Assessing model performance - backtesting, monitoring, benchmarking
• Technical reporting - model documentation

• An academic degree (BSc or MSc) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field,
• Sound knowledge of interest rate risk measures and sources
• Experience in modelling of interest rate risk in the banking book (e.g. NMDs, interest rate dynamics)
• Sound knowledge of statistical modelling and econometric methods,
• Experience with statistical programming (e.g. Python, R)

• sharing the costs of sports activities
• private medical care
• sharing the costs of foreign language classes
• sharing the costs of professional training & courses
• remote work opportunities
• flexible working time
• integration events
• coffee / tea
• leisure zone
• extra social benefits

Warszawa - Oferty pracy w okolicznych lokalizacjach