MRM Senior Manager

Job title:

MRM Senior Manager

Company:

HR-Line

Job description

Company description: HRO Digital is a specialist traditional recruitment business. HRO Digital is a brand of Verita HR Polska.
Verita HR Polska is a Human Resources service provider operating under number 5694.
We are working as a recruitment provider searching on our Client’s behalf for a person in the following role:MRM Senior ManagerResponsibilities: – Perform independent model validations as part of a specialist quantitative team
– We are looking for someone covering specifically pricing models and methodologies with a focus on FX, equity, interest rates, credit and structured products;
– Assess the risks associated with model input data quality, model performance and usage.
– Review back-testing, sensitivity analysis, and stress testing to evaluate model performance;
– Assess quantitative or expert-based models to identify risks associated with their assumptions
– Work closely with model developers to understand and mitigate model risk.Requirements: – Academic degree (MSc or PhD) — good fits are: Mathematics, Quantitative Finance, Econometrics, Statistics, Physics, or related fields;
– Professional qualifications (e.g., PRM, FRM, CQF) are beneficial;
– Hands-on experience with validation of pricing models and methodologies;
– Hands-on experience in any public or in-house developed pricing library. Development experience is a plus;
– Good written and verbal communication skills in English;
– Ability to present complex mathematical concepts and results to non-technical audiences in a persuasive and compelling manner;
– Hands-on experience with Bloomberg terminal and LaTeX are beneficial;
– Programming skills — knowledge of Python is preferred, whereas knowledge of one of the following: R, Matlab, or C++ is a plus.The offer: – Competitive salary
– Multisport card
– Private medical care
– Remote working
– Flexible working hoursPaństwo: PolandMiasto: KrakówRodzaj kontraktu: Contract of employment or B2BKategoria: finanse i bankowośćWażne do: 31/07/2025

Expected salary

Location

Kraków, małopolskie

Job date

Fri, 18 Apr 2025 00:10:26 GMT

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