Market Risk Quantitative Analyst - Poland bsaed

My client, a top tier international bank is looking for multiple Senior Market Risk Quantitative Analyst. These are permanent roles based in Poland. Visa sponsorship is available for international candidates.

Responsibilities:

  • Develop new models as per regulatory requirements
  • Contribute to the improvement of these models through assessment of impact, model validation, the suggestion of improvements to the models and helping document changes for internal and external use
  • Coordinate projects dedicated to ensure consistency across sites
  • Understand both regulatory and business requirements, ensuring that the models are fit-for-purpose

Requirements:

  • Qualification in Maths/Engineering/Science/Finance/Business Management or previous experience in risk management
  • Professional qualifications such as FRM/PRM/CFA Levels are an added plus
  • Good understanding of statistics
  • Excel and VBA skills are a pre-requisite
  • Familiarity with sophisticated tools for numerical analysis (eg. Matlab).
  • Basic understanding of market risk measures and derivative product

**Visa sponsorship is available for international candidates.**

Please send your CV to phoebecheung@taylorroot.com in subject quote "International Quant"

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

Please note that your personal information will be treated in accordance with our Privacy Policy.