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Senior Quantitative Risk Analyst

Senior Quantitative Risk Analyst

ExperisKraków, Malopolskie
18 days ago
Job description

Functieomschrijving

Senior Quantitative Risk Analyst

You will be part of the international GRA Traded and Operational Risk Analytics team, responsible for the development and validation of market, operational, and liquidity risk models for the entire Group. The team builds modern analytical tools used in risk reporting and regulatory compliance, collaborating closely with offices in London, New York, Paris, and Hong Kong. Your responsibilities will focus on designing, developing, and maintaining quantitative models for various asset classes (including Credit, Interest Rates, FX, and Equity), as well as supporting their validation and practical implementation.

Key Accountabilities :

  • Identify areas for improvements, automation and enhanced controls for risk models for all asset classes
  • Assess and validate performance of the models using real world data
  • Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation
  • Develop new models (methodology and computing tools) to cover new / identified risks
  • Articulate our modeling approach to internal and external stakeholders (incl. regulators) in a non-technical language if required
  • Assist in the on-going application of the models in a business-as-usual risk management framework

Requirements :

  • Experience in the financial industry involving quantitative finance and / or risk modelling
  • M.Sc. / Bachelor holder in Quantitative Finance / Physics / Mathematics or related disciplines
  • Sound understanding of financial mathematics, mathematical analysis, statistics and linear algebra
  • Sound understanding of risk measures
  • Knowledge of derivative products and their pricing
  • Nice to have / Preferred : knowledge of Python programming language; other programming skills are a plus
  • Benefits :

  • Certifications and training
  • Life insurance, health care
  • MultiSport
  • The offer applies to permanent work.

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    Senior Analyst • Kraków, Malopolskie