Quantitative Analyst
KrakówQuantitative Analyst
Kraków
NR REF.: 1175722
Your new company
For our Client - a global financial service centre which is providing financial advice and solutions to private, institutional and corporate clients worldwide. We are looking for:
Your new role
Do you have a proven record of driving lasting business impact by developing state-of-the-art quantitative models, applications and strategies? Are you an expert of the market, client needs and best practice application of trading, investment, and risk processes? At the company, we re-imagine the way we work, the way we connect with each other – our colleagues, clients and partners – and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.
We are looking for a Quantitative Analyst to:
• develop methodologies to determine lending values for all products in our Lombard portfolio for the company
• use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing lending value risk models
• bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
• implement prototype models in R, Python, C++ or SQL, before being embedded into the productive risk infrastructure
• collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises
Your team
You’ll be working in the Credit Risk Models Stream within Securities Backed Lending (SBL) & Other Traded Products Models Crew in Kraków or Wrocław, Poland. Your will be working on Lombard methodologies for Lombard businesses world-wide ranging from retail clients to complex structured lending solutions for UHNW clients. You will be working with key stakeholders within our Global Wealth Management business on both the risk and the business side to deliver state of the art methodologies and support new business initiatives. Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.
What you'll need to succeed
• a Master's or PhD degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, , Finance)
• sound knowledge of finance, statistical and econometric methods and their application
• at least 1-2 years' of experience in credit risk modelling or other areas of risk methodology and/or model development
• capable of documenting any model development in a clear way
• strong IT / programming skills. Previous experience and ability to implement models in a programming language (e.g., R, Python, C++, SQL) is essential and experience with handling large datasets is a plus
• strong analytical, conceptual and organizational skills with the ability to work under tight deadlines
• interest in placing model development activities within the bigger picture of the organisation
• ability to influence and convince key stakeholders within the model development process
What you'll get in return
At the company, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
Kraków
NR REF.: 1175722
Your new company
For our Client - a global financial service centre which is providing financial advice and solutions to private, institutional and corporate clients worldwide. We are looking for:
Your new role
Do you have a proven record of driving lasting business impact by developing state-of-the-art quantitative models, applications and strategies? Are you an expert of the market, client needs and best practice application of trading, investment, and risk processes? At the company, we re-imagine the way we work, the way we connect with each other – our colleagues, clients and partners – and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.
We are looking for a Quantitative Analyst to:
• develop methodologies to determine lending values for all products in our Lombard portfolio for the company
• use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing lending value risk models
• bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
• implement prototype models in R, Python, C++ or SQL, before being embedded into the productive risk infrastructure
• collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises
Your team
You’ll be working in the Credit Risk Models Stream within Securities Backed Lending (SBL) & Other Traded Products Models Crew in Kraków or Wrocław, Poland. Your will be working on Lombard methodologies for Lombard businesses world-wide ranging from retail clients to complex structured lending solutions for UHNW clients. You will be working with key stakeholders within our Global Wealth Management business on both the risk and the business side to deliver state of the art methodologies and support new business initiatives. Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.
What you'll need to succeed
• a Master's or PhD degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, , Finance)
• sound knowledge of finance, statistical and econometric methods and their application
• at least 1-2 years' of experience in credit risk modelling or other areas of risk methodology and/or model development
• capable of documenting any model development in a clear way
• strong IT / programming skills. Previous experience and ability to implement models in a programming language (e.g., R, Python, C++, SQL) is essential and experience with handling large datasets is a plus
• strong analytical, conceptual and organizational skills with the ability to work under tight deadlines
• interest in placing model development activities within the bigger picture of the organisation
• ability to influence and convince key stakeholders within the model development process
What you'll get in return
At the company, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
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