Your responsibilities

• Identify areas for improvements, automation and enhanced controls for risk models for all asset classes.
• Assess and validate performance of the models using real world data.
• Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation.
• Develop new models (methodology and computing tools) to cover new / identified risks.
• Articulate our modeling approach to internal and external stakeholders (incl. regulators) in a non-technical language if required.
• Assist in the on-going application of the models in a business-as-usual risk management framework.
• Participate in ad hoc projects.

Our requirements

• Experience 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 measures.
• Knowledge of derivative products and their pricing.
• Good knowledge of Python programming language. Other programming skills are a plus.
• Open personality and effective written and oral communication skills in English.

Optional

• Knowledge of Bloomberg.
• Knowledge of key regulatory requirements and bodies.
• Experience in writing and reviewing methodology documents.
• Professional qualifications such as FRM/CQF/PRM.

What we offer

• Competitive salary

• Annual performance-based bonus

• Additional bonuses for recognition awards

• Multisport card

• Private medical care

• Life insurance

• One-time reimbursement of home office set-up (up to 800 PLN)

• Corporate parties & events

• CSR initiatives

• Nursery discounts

• Financial support with trainings and education

• Social fund

• Flexible working hours

• Free parking