Informacje o stanowisku

A leading global financial institution in Warsaw is looking for a Quantitative Analyst to join the Counterparty Credit Risk team. This role involves developing and maintaining complex credit risk models, requiring strong skills in C++ and Python, along with a solid understanding of statistical methodologies. The ideal candidate will have a Masters or PhD in a quantitative field and at least 5 years of experience in quantitative modeling within financial derivatives and risk management. A competitive salary and a hybrid working model are offered.
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