For a client in the banking industry, we are looking for a person to fill the position of Senior Quantitative Risk Model Analyst.
oferujemy- Our Client values stability of employment, therefore we offer you first 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
- 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.
- 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
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