As a Quantitative Risk Model Analyst, you will join a dynamic and high-impact team responsible for developing methodologies to calculate counterparty credit risk exposures across various financial instruments, contributing to both internal risk management and regulatory compliance. This Warsaw-based role offers the opportunity to work on cutting-edge models and collaborate with global experts in the financial industry.
responsibilities :
Developing, maintaining, and enhancing counterparty credit risk models, with a focus on constructing and calibrating risk covariance matrices.
Calibrating and maintaining simulation models for counterparty credit risk assessments.
Contributing to the production and user acceptance tests for covariance matrices.
Performing impact analyses on changes in covariance matrices and CCR model parameters, assessing their effect on regulatory and internal risk measures.
Developing and implementing methodologies, algorithms, and diagnostic tools to ensure model robustness, reliability, and data quality.
Creating and maintaining comprehensive technical documentation, including project plans, model descriptions, mathematical derivations, and quality controls.
Supporting tasks in response to evolving regulatory and internal risk management requirements.
Preparing detailed quantitative analysis and reports for senior management and regulators.
requirements-expected :
A minimum of 3 years of experience as a quantitative or risk analyst in the financial industry.
Excellent mathematical and analytical skills.
Strong verbal and written communication abilities.
offered :
The opportunity to work in a challenging and high-stakes area of the financial industry with a leading global firm.
Exposure to a wide range of financial products, processes, and controls.
Collaboration with an international, multicultural, and high-quality team.
A supportive work environment that values diversity and encourages innovative thinking.
Flexible working arrangements, including home office options and flexible hours.
An attractive benefits package, including a Benefit System, medical care, and a pension plan.
Opportunities to make a difference through involvement in affinity networks and charity initiatives.
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
