Quantitative Analyst

Job title:

Quantitative Analyst

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:Quantitative AnalystResponsibilities: •Perform independent model validations as part of a specialist quantitative team within.

• Conduct quantitative and qualitative research with focus on model data, design, performance, and implementation for one of our functional streams. Team cover various types of models including credit risk models (e.g., IRB, IFRS9, Stress Testing, Economic Capital, application and behavioural scorecards), climate risk models, as well as market risk models (e.g., VaR, IRC, RNIV, Exposure at Default, CCR RWA, pricing models, algorithmic trading models, Treasury models (e.g. prepayment, liquidity, IRRBB models), Valuation models).
• Assess quantitative or expert-based models to identify their assumptions and limitations.

Requirements: •Academic degree (MSc or PhD) – Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or related fields.

• Programming skills — knowledge of one of the following: R, Python, SAS, Matlab, C++, or SQL.
• Good written and verbal communication skills in English.
• Experience in independent model validation, model building and/or quantitative research.
• Professional qualifications (e.g., PRM, FRM, CQF) are beneficial.

The offer: •Competitive salary, contract B2B.

• Hybrid work model.
• An opportunity to broaden/deeper knowledge and expertise in global projects.
• Line manager’s support in all aspects.
• Positive working environment oriented on people.

Państwo: PolskaMiasto: KrakowWażne do: 30/06/2024

Expected salary

Location

Kraków, małopolskie

Job date

Thu, 02 May 2024 06:11:23 GMT

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