My client, a Top Tier Global Bank is looking for Traded Risk Quantitative Analyst to join their Global Risk Analytics team based in Krakow, Poland.
The Global Risk Analytics Quant team is responsible for model design and management of broad classes of financial risk. You will be supporting a robust development and maintenance of traded risk models and methodologies.
- Model development & model prototyping of Market Risk models/Counterparty Credit Risk Models/Wholesale Credit Risk models
- Assess and validate performance of risk models using real world data
- Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation
- Identify areas for improvements, automation and enhanced controls
- Document enhancements in accordance with the on-shore standards
- Participate in ad hoc projects
- Articulate our modeling approach to internal and external stakeholders in a non-technical language
- Assist in the on-going application of the models in a business-as-usual risk management framework.
- 1 - 5 years experience in roles involving quantitative finance
- D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finace or related disciplines
- Strong analytical skills; any experience in market risk analysis is a plus
- Good understanding of statistics, linear algebra, analysis
- Excel and VBA skills are a pre-requisite
- Familiarity with sophisticated tools for numerical analysis (eg. Mathematica, Matlab, Python)
- Basics of market risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)
- Professional qualifications such as FRM/PRM/CFA Levels are a plus
- Ability to work under pressure and to tight time-lines is essential
- Competent in the production of information, and the ability to process and analyse large data
- Open personality and effective written and oral communication skills in English
- Ability to work in a diverse international team
Please send your CV to firstname.lastname@example.org in subject quote "Krakow 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.