Credit Risk Quantitative Analyst
The position is centered around testing and analyzing the bank's counterparty credit risk model.
Client Details
Our Client is one of the biggest banks in Europe. Since 2000 our Client is present in Poland, where European structures are being built and company is successfully expanding its structures.
Description
You will perform an ongoing model review, as well as help with backtesting the model, by writing custom analysis tools in Python, then investigating the results using data analysis techniques, statistical knowledge, and mathematics of financial derivatives. Your insights are then presented to management teams, both in an informal and formal setting. The job requires a great deal of creativity, initiative, ability to learn quickly and communicate well, as well as strong skills in Python programming, data analysis, statistics, and mathematics of financial derivatives.
- Developing and maintaining effective statistical risk models and related analytics
- Providing high quality documentation which assesses model performance
- Delivering all milestones to within agreed dates, budget and quality standards
- Delivering clear and well-presented analysis
Profile
To be successful in this role, you'll need experience of working in a modelling function or a related quantitative function, part of which being in a banking environment (nice to have). You'll also need to be educated to a degree level in a numerate discipline, with experience in data driven analysis and statistical or mathematical modelling.
- Experience of using programming languages, ideally on large datasets
- A proven ability to plan and organise your own workload to deliver in a challenging environment
- An understanding of statistical techniques, including how they are applied appropriately for the benefit of the organisation and its customers
- Fluent English (both speaking and writing)
Job Offer
- Medical healthcare and life insurance
- Employee pension plan, Multisport card, Sodexo lunch card
- Language courses
- Flexible working scheme (8-10 am start hour)
- 3 days of volunteering time
- Employee referral programme, Employee assistance programme
- Bonus (performance and appreciation)
- Contract of employment
- Remote type of work (@office once a month)
Location: Warsaw
Contract type: Na czas nieokreślony
About Michael Page
Michael Page is a leading professional recruitment consultancy specialising in the recruitment of permanent, contract and temporary positions on behalf of the world's top employers.
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