Market Risk Quant - Python

Charles Levick
Kraków, Poland
Nov 09, 2019
Dec 09, 2019
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
This is a rare opportunity to join the investment arm of a tier 1 bank, working with global markets and live data. Based in Krakow, my client is seeking a highly analytical individual with experience in Python and an understanding of basics of risk measures and derivatives to become a part of their rapidly expanding team.

You will join the group in their global centre of excellence as a Market Risk Quant and be part of an institution that aims to nurture the next generation of Quant and Risk professionals.

Key Accountabilities:
* Build, assess and validate performance of risk models using real world data
* Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation
* Identify areas for improvements, automation and enhanced controls
* Document enhancements in accordance with the on-shore standards
* Participate in ad hoc projects
* Articulate our modeling approach to internal and external stakeholders in a non-technical language
* Assist in the on-going application of the models in a business-as-usual risk management framework.

* 1-4 years' experience in roles involving quantitative finance
* Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finance or related disciplines
* Strong analytical skills, good understanding of statistics, linear algebra, analysis
* Excel and VBA skills are a pre-requisite, experience in Python is highly valued
* Basics of risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)
* Professional qualifications such as FRM/PRM/CFA Levels are a plus
* Competent in the production of information, and the ability to process and analyse large data
* Open personality and effective written and oral communication skills in English
* Ability to work in a diverse international team

We offer:
* Stable job in professional team
* Exceptional employee benefits
* Interesting path of career in an international organization
* Consistent scope of responsibilities
* Private health care

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