Quantitative Analyst

Independent Model Validation RoleThis specialist quantitative position involves carrying out independent validations of the bank's model landscape, identifying and communicating model limitations and issues.The successful candidate will provide assurance that models and tools developed, maintained, and used within the group are fit for their intended...

What you need to have to succeed in this roleA few years of experience in enterprise development in Python or C++/C, Java, C# etc.At least intermediate knowledge of Python 3.Understanding of software architectural patterns.Knowledge of application development lifecycle.Familiarity with agile practices.Knowledge of code optimization techniques.Deep...

What you need to have to succeed in this roleMaster's or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics, Engineering or Physics supported by general knowledge of the financial markets.Knowledge of Stochastic Calculus, Probability Theory, Statistics, Financial Mathematics.Basic...

Senior Credit Risk Modeler Job Description:">The successful candidate will be responsible for developing and enhancing AIRB credit risk models, working on IFRS9 and stress testing models, creating new credit risk models, validating and monitoring models, and conducting impact analysis on Risk-Weighted Assets (RWA) and Expected Credit Loss (ECL).",

What you need to have to succeed in this roleMaster's or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or EngineeringKnowledge of Probability Theory, Statistics, Econometrics, Financial Mathematics, and Pricing modelsBasic knowledge of financial products and risks associated to...

Job DescriptionWe are seeking a highly skilled Senior Quantitative Risk Analyst to join our team. The ideal candidate will have expertise in quantitative finance, risk modeling, and financial mathematics.The successful candidate will be responsible for identifying areas for improvement within risk models, assessing model performance using real-world market...

Financial Engineering Senior AnalystWe are seeking a highly skilled senior analyst to join our team in Krakow. This role will involve working with the Traded Risk Financial Engineering group to develop and maintain quantitative libraries using Python.Key responsibilities include collaborating with other teams to create synergies across different functions...

What you need to have to succeed in this roleExperience in the financial industry involving quantitative finance and/or risk modelling.M.Sc./Bachelor holder in Quantitative Finance/Physics/Mathematics or related disciplines.Sound understanding of financial mathematics, mathematical analysis, statistics and linear algebra.Sound understanding of risk...

Degree in a quantitative subject and a minimum of 7+ years of experience as a Business Analyst in banking;Understanding of credit risk, particularly related to the models such as PD, EAD, LGD;Strong background in business analysis within change delivery and proficiency with producing artefacts such as business requirements, worked examples, functional...

Risk Modelling and AnalysisOur organization seeks a seasoned professional to contribute to our Global Risk Analytics (GRA) Traded and Operational (TnO) Risk Analytics team in Kraków.Develop and maintain advanced risk models and methodologies for measuring trading book risks, treasury and liquidity risks as well as operational risk.Assess and validate the...