HRO Personnel is a Human Resources service provider operating under number 6696. We are working as a recruitment provider searching on our Clients behalf for a person in the following role:
Market Risk Junior Quantitative Analyst
Location: Cracow
What you will do:
• 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
• Articulate our modelling 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
What we expect of you:
• 0 – 1 years experience in roles involving quantitative finance
• Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finance 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
What we can offer:
• Good start of a professional career in of the biggest financial and banking institution worldwide,
• Stable job and full-time contract,
• Employees’ benefits: private medical and dental health care, Multisport Card, life insurance and many others,
• At least 3-month of the job training,
