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Quantitative Model Validator Pricing
  • Nowy Dwór Mazowiecki
Quantitative Model Validator Pricing
Nowy Dwór Mazowiecki, Nowy Dwór Mazowiecki, Masovian Voivodeship, Polska
Antal Sp. z o.o.
26. 9. 2024
Informacje o stanowisku

We are currently looking for a Quantitative Model Validator (Pricing) for our client in the financial industry. Responsibilities : Validate pricing models, assess their risks, and develop alternative models. Lead validation projects and guide junior team members. Communicate findings with stakeholders and present reports to senior management. Automate validation processes and contribute to tool development. Stay updated on the latest developments in pricing models and perform ad-hoc analyses as needed. Requirements: Min. 2 years of experience in quantitative model validation or model development, particularly in areas like Pricing, Trading Risk, or Market Risk. Completed higher education in econometrics/quantitative finance/quantitative methods/mathematics/statistics/physics. In-depth knowledge of financial engineering, including expertise in statistics, mathematics, econometrics, probability theory, and/or stochastic calculus. Good knowledge of linear and non-linear financial derivatives (e.G., forwards, swaps), fixed income products (e.G., bonds), and investment products (e.G., MBS, ABS), including their pricing using stochastic models. Strong analytical and problem-solving abilities to identify issues and develop effective solutions. Ability to work both independently and as part of a team. Fluent English (min. C1). Offer: Ability to work in the hybrid model; Stable employment;Flexible working hours; Daily work using English in an international environment; Participation in interesting, strategic projects; Opportunity to obtain additional professional training; An attractive package of benefits (medical care, insurance, use of the corporate gym, relaxation zone).

  • Praca Nowy Dwór Mazowiecki
  • Nowy Dwór Mazowiecki - Oferty pracy w okolicznych lokalizacjach


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