As a Senior Quantitative Risk Model Analyst, you will be working for our client, a global financial institution supporting millions of customers across various markets. You will join a team that develops and maintains advanced models for counterparty credit risk, covering a wide range of financial instruments. The project involves contributing to the development and calibration of simulation models, ensuring compliance with global regulatory standards, and enhancing internal risk management frameworks through robust quantitative methods.
Senior Quantitative Risk Model Analyst.
Warsaw based opportunity with possibility to work 90% remotely! (1-2 visits in office per month).
responsibilities :
Develop and calibrate models for counterparty credit risk, focusing on covariance matrix construction
Enhance simulation models used for exposure calculations of derivatives and financing transactions
Conduct impact analysis of model changes on risk metrics and regulatory capital
Perform user acceptance testing and support production releases of model updates
Design and implement algorithms and diagnostic tools to assess model performance and robustness
Maintain and update technical documentation, including model methodology and validation reports
Collaborate with internal stakeholders to meet regulatory and risk management expectations
Prepare quantitative reports and present findings to senior management and regulatory bodies
Support internal audits and regulatory reviews with detailed model insights
Contribute to continuous improvement of modelling processes and data quality controls
requirements-expected :
At least 3 years of experience as a quantitative or risk analyst in the financial sector
Advanced programming skills in Python
Solid understanding of counterparty credit risk modelling
Strong background in mathematical modelling and statistical analysis
Familiarity with simulation techniques for risk modelling
Experience working with regulatory frameworks such as Basel or CCAR
Proficiency in analyzing large datasets and maintaining modelling data integrity
Excellent written and verbal communication skills in English
Ability to document complex processes and models clearly and thoroughly
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
