Traded Risk Analytics Expert
KrakówTraded Risk Analytics Expert
Kraków
NR REF.: 1149688
Your new company
For our Client, global financial institution, we are currently looking for Traded Risk Analytics Expert
Your new role
As Traded Risk Analytics Expert you will:
What you'll need to succeed
What you'll get in return
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.
Kraków
NR REF.: 1149688
Your new company
For our Client, global financial institution, we are currently looking for Traded Risk Analytics Expert
Your new role
As Traded Risk Analytics Expert you will:
- Identify areas for improvements, automation and enhanced controls for risk models for Credit and Interest Rates asset classes.
- Assess and validate performance of the models using real world data.
- Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation.
- Develop new models (methodology and computing tools) to cover new / identified risks.
- Articulate our modeling approach to internal and external stakeholders (incl. regulators) in a non-technical language if required.
- Assist in the on-going application of the models in a business-as-usual risk management framework.
- Work with a degree of autonomy, dealing with complex technical information while still being able to provide judgment and clear direction.
- Supervise less experienced team members.
- Manage assigned projects.
- Participate in ad hoc projects.
What you'll need to succeed
- Several years of experience in the financial industry in roles involving quantitative finance and/or risk modelling.
- Ph.D./M.Sc. candidate/holder in Quantitative Finance/Physics/Mathematics/Financial Econometrics or related disciplines.
- Sound understanding of financial mathematics, mathematical analysis, statistics and linear algebra.
- Sound understanding of risk measures.
- Knowledge of key regulatory requirements and bodies.
- Knowledge of Credit and Interest Rates products and their pricing.
- Knowledge of Bloomberg and MarkIT Credit and Interest Rates products data is a plus.
- Good knowledge of Python programming language. Other programming skills are a plus.
- Experience in writing and reviewing methodology documents.
- Professional qualifications such as FRM/PRM/CFA Levels are a plus.
- Open personality and effective written and oral communication skills in English.
- Ability to work in a diverse international team.
- Ability to present analytical results to senior stakeholders with high level of clarity.
- Ability to work to tight deadlines.
What you'll get in return
- Stable job in professional team.
- Interesting path of career in an international organization.
- Consistent scope of responsibilities.
- Private health care, employees’ benefits.
- Being part of a team dealing directly with risk modelling applied to trading book of one of the world’s largest banks.
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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