Model Developer with Python
Wrocław Model Developer with Python
Wrocław
NR REF.: 1128929
Currently for our client, the Investments Company with an office in Wrocław, we are looking for Model Developer with Python
Description:
This position involves a wide range of responsibilities, including but not limited to: developing new models and code related to counterparty and/or market risk, debugging and backtesting models, maintaining existing code, validating existing models, documenting models and procedures, writing code to benchmark pricing, performing analysis to support CCAR/DFAST submissions, generating new regulatory risk reports, running third-party software to support business-as-usual requests, and supporting traders and other areas of risk by performing ad-hoc analyses and answering questions.
The Specialist (Financial Modeling Analyst) will contribute to highly visible enterprise-wide modeling programs, dedicated to a specific area of the business. The models make estimates that are a key input to management decisions and are reported to Senior Management and the Board of Directors on a regular basis.
The role will be to execute corporate-wide standards for model development.
Responsibilities:
Qualifications:
What we can offer you:
Advance your career and apply!
Wrocław
NR REF.: 1128929
Currently for our client, the Investments Company with an office in Wrocław, we are looking for Model Developer with Python
Description:
This position involves a wide range of responsibilities, including but not limited to: developing new models and code related to counterparty and/or market risk, debugging and backtesting models, maintaining existing code, validating existing models, documenting models and procedures, writing code to benchmark pricing, performing analysis to support CCAR/DFAST submissions, generating new regulatory risk reports, running third-party software to support business-as-usual requests, and supporting traders and other areas of risk by performing ad-hoc analyses and answering questions.
The Specialist (Financial Modeling Analyst) will contribute to highly visible enterprise-wide modeling programs, dedicated to a specific area of the business. The models make estimates that are a key input to management decisions and are reported to Senior Management and the Board of Directors on a regular basis.
The role will be to execute corporate-wide standards for model development.
Responsibilities:
- The incumbent will work in Counterparty Risk Modeling and Analytics and will also be involved with Market Risk Modeling and Pricing.
- The incumbent will be responsible for identifying problems that can be solved by the application of financial theory and building models which improve the firm's operations.
- Execute corporate-wide standards for model development by creating options for theoretical frameworks, collecting data needed, supporting assumptions, and reviewing outcomes.
- Work will align to the development scope established by more senior colleagues. Support the validation of models.
- The incumbent is expected to provide testing and analysis at the request of Model Risk Management. Support the use of models.
- The incumbent is expected to execute models in accordance with approval conditions and communicate results to management.
- The incumbent will be responsible for performance monitoring of models, identifying possible deterioration by comparing outcomes to established thresholds.
- No formal supervisory responsibility.
- Primarily responsible for the accuracy and quality of own work.
Qualifications:
- Master's Degree/PhD in a quantitative discipline, including mathematics, physics, quantitative finance, computer science, statistics, engineering, or economics.
- The candidate must have a superb quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation and communications skills.
- 2-5 years of experience.
- Must have experience with complex quantitative modeling, numerical analysis, and computational methods using programming languages (such as Object-Oriented Python, C/C++, C#, R, MATLAB, Java, VBA, SQL) as well as mathematical/statistical software packages.
- Must be extremely focused, detail oriented, results oriented and highly productive.
- Must have a proven track record of being able to efficiently and effectively conduct independent research, analyze problems, formulate and implement solutions, and produce quality results on time.
- The candidate must have excellent scientific and technical documentation and presentation skills, assertiveness & influencing skills, and the skills to explain abstract theoretical concepts to a non-expert audience in easy-to-understand language.
What we can offer you:
- Full time contract of employment
- Competitive salary
- Health & Life Insurance
- Multisport card / Cinema Tickets / Nursery subsidiary
- Pension scheme
- Excellent opportunities for training, growth and professional development
- Opportunities to engage in diverse projects due to growth of business migrations
- A multitude of opportunities to get involved in additional charity projects
- A collaborative culture and great teams
Advance your career and apply!
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