Quantitative Analyst
In the role of Quantitative Analyst you'll be responsible mainly for developing, maintaining and challenging existing models used in the risk frameworks. You will support entity from the U.K.
Client Details
Our Client is a well-known, big and international bank located in Warsaw. They created their SSC structures few years ago and currently they are developing further their structures. It is a great opportunity to become a part of their structures and develop within their newly created team.
Description
- Testing and analyzing the performance of all models across Market Risk
- Developing and maintaining statistical risk models
- Reviewing and challenging existing models, as well as proposing new methods
- Cooperating with developers from the U.K. in order to share with them the methodology, best practices definition and delivery of models to senior management
- Maintaining documentation for models in line with internal standards and requirements
- Delivering clear and well-presented analysis
- Managing projects and delivering all milestones to within agreed requirements
- Working effectively with other teams and ensuring that the model suite is integrated with other activities
Profile
- Higher education (preferably PhD) in Mathematics, Mathematical Science or similar
- Minimum 2 years of experience working in a modeling function or a related quantitative function in the banking environment
- Knowledge of databases and risk systems
- Fluent English
- Good knowledge of Python
- Excellent organization and prioritization skills
- Strong analytical skills
- Detail-oriented and self-motivated
Job Offer
- Permanent employment contract after the successful probation period
- Life insurance
- Private medical care
- Sport card
- Lunch card
- Pension Fund
- Discounts to the theaters and shops
Please apply via the button on the right side of this job offer.
Job details
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.
More
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.
More
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