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Nr ref. 180007/ 0

Quantitative Analyst, Model Validation

Lokalizacja: Kraków

Wynagrodzenie: attractive

The Employer:

For our Client, an international, financial institution we are looking for experienced Candidates who want to be a part of a team at the position of:

 

Quantitative Analyst, Model Validation

 

Responsibilities:

  • cooperating with US based team in model validation activities,
  • ensuring that model risks are identified, assessed and captured in correct manner,
  • assessing and analyzing models theory and assumptions,
  • testing and confirming models results,
  • performing validation of models,
  • conducting backtesting, sensitivity testing and stress testing in order to evaluate stability and robustness,
  • ensuring compliance with external and internal requirements for model risk,
  • present validation findings during management presentations and via reports.

Requirements:

  • at least Master degree in quantitative discipline (e.g. Quantitative Finance, Physics, Mathematics, Engineering),
  • experience in conducting independent validation of risk/financial models in banking industry,
  • at least 3 years of programing experience using SAS, R, Matlab, C++,
  • highly developed skills in English, both written and verbal.

The offer:

  • dynamic work in an international environment,
  • possibility of professional development,
  • independent role within complex processes,
  • annual performance bonus,
  • private health care and health insurance,
  • MyBenefit system.
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