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.
Join Us and Shape the Future of Risk Management!
Warsaw-based opportunity to work in hybrid model (remote work, 2 days a month in the office).
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
Advanced programming skills in Python (essential)
Excellent mathematical and analytical skills
Strong verbal and written communication abilities
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
remote work opportunities
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
