Specialist Model Development Market Risk Group
Wrocław Specialist Model Development Market Risk Group
Wrocław
NR REF.: 1105876
Within Market Risk Modelling we are looking for specialist responsible for model development who will be memberof teamlocated in Wrocław and New York.
Specialistwill be involved in building and developing pricing tools, producing risk reports, advising on market risk and providing VAR calculations.
Responsibilities :
• Contribution to highly visible enterprise-wide quantitative modelingeffort, dedicated to a specific area of the business. The models produce key inputs to management decisions and are reported to Senior Management and the Board of Directors on a regular basis.
• The incumbent will be responsible for identifying problems that can be solved by the application of financial theory and building models which improve the firm's grasp of its market risk exposure and transparency of the risk dirvers. operations.
• The incumbent will execute corporate – widestandards for model development by creating options for theoretical frameworks, collecting data needed, supporting assumptions, and reviewing outcomes.
• Work will align tothe development scope established by more senior colleagues.
• Support the validation of models; the incumbent is expected to provide testing and analysis at the request of Model Risk Management.
• Support the use of models; the incumbent is expected to execute models in accordance with approval conditions and communicate results to management.
• The incumbent will be responsible for performance monitoring of models, identifying possible deterioration by comparing outcomes to established thresholds.
• No formal supervisory responsibility. Primarily responsible for the accuracy and quality of own work .Modified based uponlocal regulations/requirements.
Qualifications :
• Master's Degree/PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, economics.
• Superb quantitative and analytical background with a solid theoretical foundation in financial engineering and option pricing theory coupled with strong programming, documentation and communications skills.
• Up to 2 years of experience.
• Must have experience with complex quantitative modeling, numerical analysis, and computational methods using programming languages :C++ or Python are required, as well as mathematical/statistical software packages.
• Must be extremely focused, detail oriented, results orientedand highly productive.
• Must have a proven track record of being able to efficiently and effectively conduct independent research, analyze problems, formulate and implement solutions, and produce quality results on time.
• The candidate must have excellent scientific and technical documentation and presentation skills, assertiveness & influencing skills, and the skills to explain abstract theoretical concepts to a non-expert audience in easy-to-understand language.
If it is something that might be of your interest, feel free to apply!
Wrocław
NR REF.: 1105876
Within Market Risk Modelling we are looking for specialist responsible for model development who will be memberof teamlocated in Wrocław and New York.
Specialistwill be involved in building and developing pricing tools, producing risk reports, advising on market risk and providing VAR calculations.
Responsibilities :
• Contribution to highly visible enterprise-wide quantitative modelingeffort, dedicated to a specific area of the business. The models produce key inputs to management decisions and are reported to Senior Management and the Board of Directors on a regular basis.
• The incumbent will be responsible for identifying problems that can be solved by the application of financial theory and building models which improve the firm's grasp of its market risk exposure and transparency of the risk dirvers. operations.
• The incumbent will execute corporate – widestandards for model development by creating options for theoretical frameworks, collecting data needed, supporting assumptions, and reviewing outcomes.
• Work will align tothe development scope established by more senior colleagues.
• Support the validation of models; the incumbent is expected to provide testing and analysis at the request of Model Risk Management.
• Support the use of models; the incumbent is expected to execute models in accordance with approval conditions and communicate results to management.
• The incumbent will be responsible for performance monitoring of models, identifying possible deterioration by comparing outcomes to established thresholds.
• No formal supervisory responsibility. Primarily responsible for the accuracy and quality of own work .Modified based uponlocal regulations/requirements.
Qualifications :
• Master's Degree/PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, economics.
• Superb quantitative and analytical background with a solid theoretical foundation in financial engineering and option pricing theory coupled with strong programming, documentation and communications skills.
• Up to 2 years of experience.
• Must have experience with complex quantitative modeling, numerical analysis, and computational methods using programming languages :C++ or Python are required, as well as mathematical/statistical software packages.
• Must be extremely focused, detail oriented, results orientedand highly productive.
• Must have a proven track record of being able to efficiently and effectively conduct independent research, analyze problems, formulate and implement solutions, and produce quality results on time.
• The candidate must have excellent scientific and technical documentation and presentation skills, assertiveness & influencing skills, and the skills to explain abstract theoretical concepts to a non-expert audience in easy-to-understand language.
If it is something that might be of your interest, feel free to apply!
Prosimy o aplikowanie poprzez przycisk znajdujący się po prawej stronie ogłoszenia.
