Rodzaj pracy: Pełny etat
Rodzaj umowy: Na czas nieokreślony
Ilość wakatów: 1
Minimalne doświadczenie: 2 lata
Wykształcenie: Wyższe licencjackie
Branża: Praca Bankowość, Praca IT - Konsulting, Praca IT - Programowanie / Analizy
Description
We are part of the international ALTEN Group, which brings together over 28,000 outstanding IT and Engineering specialists around the world. We currently are looking for an Specialist Quantitative Analyst who will join our team to deliver the most innovative technology projects.
Main tasks
- Analysing the existing and working on new mathematical finance models in the areas of Interest Rates, Equity, Credit Risk, Liquidity and Stress testing,
- Contributing to the PC Analytics C++ Library,
- Undertaking various quantitative and non-quantitative work within PC Analytics, such as supporting users of Pegasus (an internal system built by Product Control), running analysis, testing tools and interacting with various teams to assist with specific projects,
- Working closely with colleagues in the Product Control function, stakeholders in London, Paris and other sites, actively engaging with other team members and contributing to team discussions.
Requirements
- Strong analytical skills and a proactive approach to problem solving,
- Knowledge of C++ (preferable), Python, VBA or other programming languages,
- Strong derivatives knowledge
- Masters / PhD in Quantitative Finance, Mathematics, Physics, Computer Science or Engineering discipline,
- Knowledge in one or more of the following areas: Probability Theory, Pricing Models, Statistical Models,
- Financial/banking industry experience is an advantage (ideally in a role that provides exposure to financial modelling),
- Knowledge of SQL language is an advantage,
- Fluency in English both spoken and written,
- Good communication skills and willingness to learn.
We offer
- Stable and long-term cooperation
- Certification and training opportunities
- Possibility to choose type of contract (B2B also)
- Benefit package (MultiSport card, Medicover, MyBenefit)
- Unlimited growth and development opportunity
- Relocation support & relocation package
Do not hesitate and join our team!