Senior Quant Analyst
Wroclaw Senior Quant Analyst
Wroclaw
NR REF.: 1139336
Your new company
For our Client, an international company we are looking for a person interested in the role of Senior Quant Analyst. After the pandemic relocation to Paris or London will be required. Until this time you will work remotely.
Your new role
What you'll need to succeed
What you'll get in return
Relocation to Paris or London, depending on client and candidate decision, package of benefits such as private healthcare, 24 paid leave days, pension, relocation allowance, coverage of flights from Poland to Paris/London, salary advance if required. Very high salary is included.
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.
If this job isn't quite right for you but you are looking for a new position, please contact us for a confidential discussion on your career.
Wroclaw
NR REF.: 1139336
Your new company
For our Client, an international company we are looking for a person interested in the role of Senior Quant Analyst. After the pandemic relocation to Paris or London will be required. Until this time you will work remotely.
Your new role
- The role will require working closely with the model development team of a large global bank. This will include developing new models, enhancing/improving, maintaining existing models to support the bank’s business activities and regulatory mandates.
- The candidates are required to have sound knowledge and exposure to pricing models across different asset classes. This will include exposure to any of the following methodologies:-
- Derivatives Pricing models
- Market Risk/VaR models
- Counterparty Risk and CVA methodologies
- IMM and Risk-based margins
- Key responsibilities include: understanding business requirements, regulatory guidelines, cleaning/transforming data, determining appropriate modelling methodologies, model construction/testing, models implementation, integrating models into existing systems, model documentation and review.
What you'll need to succeed
- PhD – Mathematics / Physics / Engineering / Computational Finance or similar quantitative discipline or Masters in Financial Engineering (MFE) with relevant experience can also apply
- 2-7 years of experience in similar position
- Good Mathematical and numerical skills with excellent knowledge of quantitative finance topics like Geometric Brownian Motion, Stochastic Calculus, Partial Differential Equations, Monte Carlo simulation etc.
- Exposure to pricing models for interest rates derivatives including exotic and structured and hybrid products. For example Swaps, Caps/Floors, Swaptions, CMS, Autocallables etc.
- Exposure to VaR, Expected Shortfall, CVA, IMM and Risk-based margins and knowledge of regulatory initiatives such as FRTB, Libor transition would be beneficial
- Sound knowledge of standard tools and platforms used in the industry
- Ability to explain complicated concepts with ease to a wide range of audiences.
- Expert level programming skills in C++.
- Good communication skills, team-work and flexibility
What you'll get in return
Relocation to Paris or London, depending on client and candidate decision, package of benefits such as private healthcare, 24 paid leave days, pension, relocation allowance, coverage of flights from Poland to Paris/London, salary advance if required. Very high salary is included.
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.
If this job isn't quite right for you but you are looking for a new position, please contact us for a confidential discussion on your career.
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