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Quantitative Analyst

Hays Poland

Wroclaw, dolnośląskie

Hays Poland

Quantitative Analyst

Wroclaw
Quantitative Analyst
Wroclaw
NR REF.: 1175844


Description

You’ll be working in the Credit Risk Models Stream within Securities Backed Lending (SBL) & Other Traded Products Models Crew in Kraków or Wrocław focusing on Lombard methodologies for world-wide businesses 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.

Your new role
  • develop methodologies to determine lending values for all products in our Lombard portfolio
  • 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

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
  • Private medical care
  • Life and health insurance
  • Multisport card
  • Proprietary tax deductible costs: 50%-80%
  • Contract for an indefinite period of time

Hays Poland sp. z o.o. is an employment agency registered in a registry kept by Marshal of the Mazowieckie Voivodeship under the number 361.

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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Hays Poland

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