We are looking for an experienced Quantitative Risk Analyst to join the Market Risk Analytics team at a leading financial institution in Warsaw. This role focuses on developing and maintaining complex market risk models, particularly those related to Value at Risk (VaR) . It is a great opportunity for a highly motivated and analytically skilled professional to work at the forefront of market risk methodologies in a dynamic environment.
what we offer
- Opportunity to work in an international and dynamic environment.
- Long-term B2B contract (4 months with the possibility of extension) .
- Hybrid working model for better work-life balance.
- Professional development and exposure to cutting-edge financial risk management techniques.
- A chance to collaborate with experienced professionals and expand your industry knowledge.
your tasks
Conduct analyses in line with regulatory requirements for legal entities across the EMEA region .Maintain and refine quantitative models used in Equity Risk simulations .Develop high-quality documentation with statistical insights and collaborate with the model validation team .Work with existing market risk models, addressing weaknesses identified through testing and enhancing models as needed for new business requirements.Engage with risk management teams, front-office professionals, technology groups, and control functions to optimize market risk models and support associated production processes.Prepare in-depth reports and quantitative analyses for senior management and regulatory bodies.what we expect
Background in areas such as derivatives pricing, exotic products, risk management, financial regulations (Basel 2.5, Basel 3), and numerical computation .Strong knowledge of statistical tests commonly used in Financial Engineering .Familiarity with quantitative techniques like PAA, PCA, Expected Weighted Averages, and the CAPM model .Ability to interpret regulatory requirements and translate them into technical specifications for model implementation, testing, and validation .Proficiency in Python, VBA, SQL, and Unix .Strong interest in banking and finance, particularly in Quantitative Risk Modelling .Excellent written and verbal communication skills.Employment agency entry number 47
this job offer is intended for people over 18 years of age