Market Risk Quant Analyst

Charles Levick
Kraków, Poland
Nov 09, 2019
Nov 20, 2019
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
I am partnered with a world-leading banking and financial services institution that is seeking an analytical individual to join their growing global centre of excellence in Poland.

Possessing familiarity with sophisticated tools for numerical analysis and an ability to work under pressure, you join the team as a Market Risk Quant Analyst and be part of an institution that aims to nurture the next generation of Quant and Risk professional.

This role is a unique opportunity to join an international team of quantitative analysts, working with live market data at one of the world's leading banks.

Key Accountabilities:

* 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 onshore 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.

* 1-2 years' experience in roles involving quantitative finance
* Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finance or related disciplines
* Strong analytical skills; any experience in market risk analysis is a plus
* Good understanding of statistics, linear algebra, analysis
* Excel and VBA skills are a pre-requisite
* Familiarity with sophisticated tools for numerical analysis (e.g. Mathematica, Matlab, Python)
* Basics of market risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)
* Professional qualifications such as FRM/PRM/CFA Levels are a plus
* Ability to work under pressure and to tight timelines is essential
* 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

We offer:

* Stable job in professional team
* Exceptional employee benefits
* Interesting path of career in an international organization
* Ability to work in a diverse international team
* Consistent scope of responsibilities
* Private health care

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