As a Quantitative Market Risk Analyst, you will be working for one of the most prestigious investment banks in the world. You will be responsible for developing and maintaining complex market risk models related to Value at Risk (VaR) and regulatory requirements. This role provides an excellent opportunity to be at the center of market risk methodologies, interacting with key stakeholders across risk management, front office, and regulatory compliance teams. If you have a keen interest in financial risk, strong quantitative skills, and the motivation to drive high-impact solutions, this position is for you.
Work 3 days from the office in Warsaw.
responsibilities :
Conduct analyses related to regulatory requirements for legal entities in the EMEA region.
Maintain quantitative analyses for equity risk simulations and market risk models.
Produce high-quality documentation with statistical insights and collaborate with the model validation team.
Identify and address weaknesses in market risk models, implementing necessary enhancements.
Interact with risk management teams, front office, technology, and control groups to improve risk models and support related production processes.
Prepare reports and conduct detailed quantitative analyses for senior management and regulatory presentations.
requirements-expected :
Experience in derivatives pricing, exotic products, risk management, Basel 2.5/3 regulations, or numerical computation.
Strong knowledge of statistical tests and financial engineering techniques such as PAA, PCA, and CAPM models.
Ability to interpret and translate regulatory requirements into technical specifications.
Proficiency in programming languages such as Python, VBA, SQL, and Unix.
A strong academic background with a postgraduate degree (MSc/PhD preferred) in a quantitative field such as mathematics, physics, statistics, or data science.
Excellent communication skills, with the ability to present complex financial models clearly to stakeholders.
offered :
Stable and long-term cooperation with very good conditions
Enhance your skills and develop your expertise in the financial industry
Work on the most strategic projects available in the market
Define your career roadmap and develop yourself in the best and fastest possible way by delivering strategic projects for different clients of ITDS over several years
Participate in Social Events, training, and work in an international environment
Access to attractive Medical Package
Access to Multisport Program
Access to Pluralsight
Flexible hours
benefits :
sharing the costs of sports activities
private medical care
flexible working time
fruits
integration events
corporate gym
mobile phone available for private use
computer available for private use
saving & investment scheme
no dress code
coffee / tea
drinks
christmas gifts
birthday celebration
sharing the costs of a streaming platform subscription
