Opis:
What we offer
- The opportunity to work in a challenging and high-stakes area of the financial industry with a leading global firm.
- Exposure to a wide range of financial products, processes, and controls.
- Collaboration with an international, multicultural, and high-quality team.
- A supportive work environment that values diversity and encourages innovative thinking.
- Flexible working arrangements, including home office options and flexible hours.
- An attractive benefits package, including a Benefit System, medical care, and a pension plan.
- Opportunities to make a difference through involvement in affinity networks and charity initiatives.
Wymagania:
Our requirements
- A minimum of 3 years of experience as a quantitative or risk analyst in the financial industry.
- Excellent mathematical and analytical skills.
- Strong verbal and written communication abilities.
Optional
- Advanced programming skills in Python.
- Strong knowledge of counterparty risk.
Obowiązki:
Your responsibilities
- Developing, maintaining, and enhancing counterparty credit risk models, with a focus on constructing and calibrating risk covariance matrices.
- Calibrating and maintaining simulation models for counterparty credit risk assessments.
- Contributing to the production and user acceptance tests for covariance matrices.
- Performing impact analyses on changes in covariance matrices and CCR model parameters, assessing their effect on regulatory and internal risk measures.
- Developing and implementing methodologies, algorithms, and diagnostic tools to ensure model robustness, reliability, and data quality.
- Creating and maintaining comprehensive technical documentation, including project plans, model descriptions, mathematical derivations, and quality controls.
- Supporting tasks in response to evolving regulatory and internal risk management requirements.
- Preparing detailed quantitative analysis and reports for senior management and regulators.
11 lut 2025;
from:
www.pracuj.pl