quantitative analyst, warszawa

warszawa, mazowieckie
job type
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job details

warszawa, mazowieckie
experience level
powyżej 24 miesięcy

job type
job category
contract type
umowa o pracę
working time
pełen etat
work system


olga lekh+48 697 170 376
reference number
/296/02/2021/OL - 68245

job description

As a Quantitative Analyst, you'll be testing and analysing the performance of all models across Market Risk, comparing model with empirical market behaviour. You'll be understanding, critiquing and challenging existing models, as well as proposing new methods to asses their strengths.

We’ll look to you to support regulatory engagement in relation to risk models and model frameworks, as well as managing and developing highly technically skilled colleagues, including coaching on model and methodology, best practices definition, the delivery of senior management ready material and subject matter expert engagement.

what we offer

  • contract of employment
  • knowledge-sharing environment
  • benefits package (HO, sports card, life insurance, medical insurance, lunch cards, etc.)
  • opportunities for development
  • elastic and flexible working time (start between 8 and 10)

your tasks

  • developing and maintaining effective statistical risk models and related analytics
  • providing well documented models that meet our standards and requirements
  • delivering all milestones to within agreed dates, budget and quality standards
  • delivering clear and well presented analysis
  • providing actionable management information on all aspects of model performance
  • working effectively with other risk functions, the customer franchises and broader functions so that the model suite is integrated with other activities to ensure an effective and efficient delivery

what we expect

  • min 3 years of experience of working in a modelling function or a related quantitative function
  • background in risk systems, methodologies and processes in a banking environment
  • knowledge of databases, risk systems and the interface with other banking systems
  • degree level in mathematics or mathematical science, and a research degree, a PhD or equivalent would be a strong advantage
  • fluent in English

Agencja zatrudnienia – nr wpisu 47