Quantitative Analyst – Risk Models
- Desired Skills
- Professional experience in either model validation, model development, market risk or counterparty credit risk. Exceptional graduates with a strong technical background will also be considered.
- Quantitative background (i.e. mathematics, physics, statistics) with a sound knowledge of stochastic calculus, statistics and Monte Carlo simulations
- Knowledge of financial markets and products would be an asset
- Strong communication skills both verbal and written as the work involves frequent interaction with model developers, risk managers and other stakeholders.
- Being comfortable with at least one programming language (e.g. Python/R/C++
- Opportunity to work on variety of risk models and to expand your knowledge in the quantitative analysis field
- Cooperation with a high-quality team in a challenging area of the financial industry with one of the world's leading banks
- Exposure to a wide range of internal stakeholders as well as to senior management
- Package of trainings
- Centrally located, state-of-the-art workplace, which boosts productivity and provides the employees with areas designed specifically for team building and relax
- Flexibility in working hours
- Attractive conditions of employment and benefit