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Nr ref. 17533/ 0

Risk Modelling Analyst

Lokalizacja: Warsaw

Wynagrodzenie: atrakcyjne

The Employer:

For our Client, a leading investment banking company we are looking for Candidates who want to be a part of the Risk division, which is a key support in business decision making process.

Responsibilities:

  • preparing and maintaining econometric models for a valuation and  risk management of a complex financial tools,
  • preparing CCAR models, according to specified metrology and procedures,
  • implementing new analytical methods and preparing technical model methodology documentation
  • take part in improvement process of analytical platform, in particular develop new features to facilitate testing and performance monitoring of models,
  • cooperate with Quant Strats CCAR team.

Requirements:

  • At least theoretical knowledge of econometrical modelling methods and analysis techniques,
  • Strong analytical skills and ability to prepare complex econometric models,
  • Advanced knowledge in R, Excel and VBA,
  • proficient in English (written and oral)
  • good communications skills and ability to work in team
  • quantitative science degree, as Econometrics, mathematics, economics, physics or equal,
  • acquaintance with additional tools, as Matlab, SAS, Eviews, etc. will be a plus,
  • experience in financial risk analysis will be a plus.

The offer:

  • employment in a global finance company with an established position in the market,
  • work in the key division that’s an integral part of business decision making process,
  • join recently establish team with great development opportunities,
  • attractive salary based on previous experience,
  • wide range of non-pay benefits.
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