Talent.com
Ta oferta pracy nie jest dostępna w Twoim kraju.
Counterparty Credit Risk Analyst

Counterparty Credit Risk Analyst

ExperisWarszawa, Mazowieckie
20 dni temu
Opis pracy

Counterparty Credit Risk Analyst

B2B via Experis

Hybrid work

once a month at the office in Warsaw)

Responsibilities :

  • Develop, maintain and enhance models for counterparty credit risk especially in reference to construction and calibration of counterparty risk covariance matrices;
  • Calibrate and maintain simulation models for the purpose of counterparty credit risk;
  • Contribute to the production and user acceptance tests releases of covariance matrices;
  • Perform impact analysis of any changes in covariance matrices as well as CCR model parameters in reference to internal risk management as well as regulatory measures of counterparty credit risk;
  • Develop and implement methodologies, algorithms and diagnostic tools for testing model robustness, stability, reliability, performance, and quality control of modelling data;
  • Develop, maintain, and enhance technical documentation, including project plans, model descriptions, mathematical derivations, data analyses, process and quality controls;
  • Support various tasks in response to regulatory and internal risk management requirements;
  • Prepare reports and detailed quantitative analysis for presentation to senior management and regulators.

Qualification :

  • Experience : 3+ year experience as a quantitative analyst or risk analyst in the financial industry ;
  • Advanced programming skills in Python are essential;
  • Knowledge of counterparty risk ;
  • Excellent mathematical skills;
  • Good verbal and written communication is very important.
  • We offer :

  • B2B via Experis
  • Project until the end of the year
  • Hybrid work : once a month at the office (Warsaw)
  • Medicover
  • Multisport
  • E-learning platform
  • Group insurance
  • Experis to światowy lider rekrutacji specjalistów i kadry zarządzającej w kluczowych obszarach IT. Z nami znajdziesz konkurencyjne oferty zatrudnienia oraz ciekawe projekty IT skierowane zarówno do ekspertów z wieloletnim doświadczeniem, jak i osób, które dopiero zaczynają swoją przygodę w branży IT.

    Utwórz powiadomienie o ofertach pracy dla tego wyszukiwania

    Credit Risk Analyst • Warszawa, Mazowieckie