Senior Risk Analyst
KrakówSenior Risk Analyst
Kraków
NR REF.: 1140877
Currently we are looking for experienced Investment Risk Analyst who will join growing structures of international investment management company with its new office located in the heart of Krakow.
On this position you will be mostly responsible for performing processes and procedures in the qualified approach of market risk measurement according to the derivatives regulation for investment funds (value at risk, backtest, stress test, simulation analysis) as well as perform decomposition, modelling and integration of derivative securities and structured instruments into the daily process of market risk measurement. You will conduct assessments of the necessity and the applicability of the qualified approach for market risk measurement in the case of launching new investment funds or the conversion of existing portfolios (concept check) and answers ad-hoc inquiries and conducts calculations and analysis related to client reporting requests.
We are looking for experienced professionals within the areas of Risk Analysis / Risk Measurement who speak very god English. You need to present excellent analytical skills as well as reliable attitude. Intermediate to advanced knowledge of at least one of programming languages like VBA, SQL, R, Matlab, Python or similar is also required.
Successful Candidate will be offered the opportunity to join growing company with stable employment conditions as well as the chance to create the position and processes locally, having real impact on the process development.
Kraków
NR REF.: 1140877
Currently we are looking for experienced Investment Risk Analyst who will join growing structures of international investment management company with its new office located in the heart of Krakow.
On this position you will be mostly responsible for performing processes and procedures in the qualified approach of market risk measurement according to the derivatives regulation for investment funds (value at risk, backtest, stress test, simulation analysis) as well as perform decomposition, modelling and integration of derivative securities and structured instruments into the daily process of market risk measurement. You will conduct assessments of the necessity and the applicability of the qualified approach for market risk measurement in the case of launching new investment funds or the conversion of existing portfolios (concept check) and answers ad-hoc inquiries and conducts calculations and analysis related to client reporting requests.
We are looking for experienced professionals within the areas of Risk Analysis / Risk Measurement who speak very god English. You need to present excellent analytical skills as well as reliable attitude. Intermediate to advanced knowledge of at least one of programming languages like VBA, SQL, R, Matlab, Python or similar is also required.
Successful Candidate will be offered the opportunity to join growing company with stable employment conditions as well as the chance to create the position and processes locally, having real impact on the process development.
Prosimy o aplikowanie poprzez przycisk znajdujący się po prawej stronie ogłoszenia.
