Quantitative Analyst – Risk Models

Warsaw (PL)
It depends on qualification and experience
Sep 01, 2020
Oct 01, 2020
Industry Sector
Investment Bank
Employment Type
  • 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++


We Offer

  • 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

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