Informacje o stanowisku

We are looking for an experienced Quantitative Risk Analyst to join the Market Risk Analytics team at a leading financial institution in Warsaw. This role focuses on developing and maintaining complex market risk models, particularly those related to Value at Risk (VaR). It is a great opportunity for a highly motivated and analytically skilled professional to work at the forefront of market risk methodologies in a dynamic environment.

What we expect

• Background in areas such as derivatives pricing, exotic products, risk management, financial regulations (Basel 2.5, Basel 3), and numerical computation.
• Strong knowledge of statistical tests commonly used in Financial Engineering.
• Familiarity with quantitative techniques like PAA, PCA, Expected Weighted Averages, and the CAPM model.
• Ability to interpret regulatory requirements and translate them into technical specifications for model implementation, testing, and validation.
• Proficiency in Python, VBA, SQL, and Unix.
• Strong interest in banking and finance, particularly in Quantitative Risk Modelling.
• Excellent written and verbal communication skills.

Employment agency entry number 47

this job offer is intended for people over 18 years of age

What we offer

• Opportunity to work in an international and dynamic environment.
• Long-termB2B contract (4 months with the possibility of extension).
• Hybrid working model for better work-life balance.
• Professional development and exposure to cutting-edge financial risk management techniques.
• A chance to collaborate with experienced professionals and expand your industry knowledge.

Your tasks

• Conduct analyses in line with regulatory requirements for legal entities across the EMEA region.
• Maintain and refine quantitative models used in Equity Risk simulations.
• Develop high-quality documentation with statistical insights and collaborate with the model validation team.
• Work with existing market risk models, addressing weaknesses identified through testing and enhancing models as needed for new business requirements.
• Engage with risk management teams, front-office professionals, technology groups, and control functions to optimize market risk models and support associated production processes.
• Prepare in-depth reports and quantitative analyses for senior management and regulatory bodies.

Warszawa - Oferty pracy w okolicznych lokalizacjach