HRO Recruitment is a specialist traditional recruitment business. HRO Recruitment is a brand of HRO Personnel Sp. z o. o. HRO Personnel is a Human Resources service provider operating under number 6696. We are working as a recruitment provider searching on our Client's behalf for a person in the following role: market Risk Junior Quntitative Analyst.
Market Risk Junior Quantative Analyst
Responsibilities:
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 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
Requirements:
0-1 years experience in roles involving quantitative finance
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
Offer:
Stable job in professional team
Interesting path of career in an international organization
Consistent scope of responsibilities
Private health care, employees’ benefits.
