Quantitative Market Risk Analyst
Miejsce pracy: Warszawa
Recruitment for
Were recruiting for a global company from banking sector.
Your responsibilities
- Conduct analyses related to regulatory requirements for Legal Entities in the EMEA region.
- Maintain quantitative analyses for current methodologies related to Equity Risk simulations.
- Produce high quality documentation with important statistical background and interact with the model validation team.
- Work with existing market risk models as required, and provide solutions where weaknesses are identified in testing, or where new business requires model enhancements.
- Interact confidently with other risk management teams, the front office, technology and control groups in order to implement improvements to the market risk models and to support any related production processes.
- Prepare reports and detailed quantitative analysis for presentation to senior management and regulators.
Employer requirements
- Experience in one or more of the following is an advantage: derivatives pricing, exotic products, risk management practices, regulation, numerical computation, Basel 2.5 and Basel 3 regulations.
- Knowledge of a wide variety of common statistical tests used in Financial Engineering.
- Familiarity with Financial Engineering techniques such as PAA, PCA, Expected Weighted averages, CAPM model, etc.
- Ability to interpret and translate regulations into technical specifications to serve as foundation for the implementation, testing, validation, and compliance.
- Strong hands-on IT skills, for example Python, VBA, SQL, Unix.
- Keen interest in banking and finance, especially in the field of Quantitative Risk Modelling.
- Very good command of spoken and written English (at least at B2 level).
Work organization
Work style
- at the clients site
- you focus on a single project at a time
Adecco Poland Sp. z o.o.
The worlds leading workforce solutions company, offering temporary staffing, permanent placement and outsourcing across all sectors.
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