Informacje o stanowisku

For a client in thebanking industry, we are looking for a person to fill the position of Senior Quantitative RiskModel Analyst.

Oczekujemy

• Experience: Minimum of 3 years as a quantitative analyst or risk analyst in the financial industry.
• Technical Skills: Proficiency in Python programming is required.
• Domain Knowledge: Familiarity with counterparty risk is highly desirable.
• Mathematical Expertise: Strong aptitude for advanced mathematical concepts and applications.
• Communication: Exceptional verbal and written communication skills are essential.

Agencja zatrudnienia – nr wpisu 47

ta oferta pracy przeznaczona jest dla osób powyżej 18 roku życia

Oferujemy

• Our Client valuesstability of employment, therefore we offer youfirst B2B contract for a period of 12 months with the possibility of extension.
• Working in hybrid model
• Opportunity for professional development in the international and multicultural organization.
• Develop skills using modern technologies.
• Learn from peer experienced colleagues by working together on problem analysis and reviewing codebase
• Achieve deep understanding of the Business and Technology Infrastructure organization

Zadania

• Design, maintain, and improve models for counterparty credit risk, focusing on the development and calibration of counterparty risk covariance matrices.
• Calibrate and manage simulation models tailored for assessing counterparty credit risk.
• Participate in the production and validation processes for covariance matrices, including user acceptance testing.
• Conduct impact analyses of changes to covariance matrices and counterparty credit risk (CCR) model parameters, evaluating their effects on internal risk management and regulatory measures.
• Develop and apply methodologies, algorithms, and diagnostic tools to ensure model robustness, stability, reliability, and performance, while maintaining high-quality data standards.
• Create, update, and refine technical documentation, encompassing project plans, model specifications, mathematical justifications, data analyses, and process controls.
• Assist in addressing regulatory and internal risk management requirements through analytical support and collaborative efforts.
• Prepare detailed quantitative reports and analyses for presentation to senior management and regulatory authorities.

Warszawa - Oferty pracy w okolicznych lokalizacjach