As Quantitative Risk Model Analyst, you will be working for our client, a leading global financial institution.
You will be responsible for developing and maintaining counterparty credit risk models used for advanced Basel regulatory capital calculations, CCAR/ICAAP estimations, and internal risk measures.
This role requires a strong quantitative background and programming expertise to enhance risk models and ensure regulatory compliance. You will collaborate with international teams and contribute to model development, impact analysis, and technical documentation to support key financial risk processes.
responsibilities :
Develop, maintain, and enhance models for counterparty credit risk, particularly in constructing and calibrating risk covariance matrices
Calibrate and maintain simulation models for counterparty credit risk assessment
Contribute to the production and user acceptance testing of covariance matrices
Perform impact analysis of changes in covariance matrices and CCR model parameters
Develop and implement methodologies, algorithms, and diagnostic tools for testing model robustness, stability, and performance
Maintain and enhance technical documentation, including mathematical derivations, data analyses, and process controls
Support various regulatory and internal risk management requirements
Prepare reports and detailed quantitative analyses for senior management and regulatory bodies
requirements-expected :
3+ years of experience as a quantitative analyst or risk analyst in the financial industry
Advanced programming skills in Python
Strong understanding of counterparty credit risk methodologies
Excellent mathematical and analytical skills
Experience with risk model development and testing methodologies
Ability to work in a fast-paced environment and manage complex data sets
Strong verbal and written communication skills for presenting technical content
Familiarity with Basel regulatory capital calculations and CCAR/ICAAP processes
Experience working with global teams in a financial institution
Attention to detail and a structured approach to problem-solving
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
