Quantitative Risk Management Analyst
Miejsce pracy: Wrocław
Nr ref.: JO-1310-272033-MK
On behalf of our Client, an leading financial institution, we are currently looking for Quantitative Risk Management Analyst.
Place of work: Wrocław, Poland
Duties:
- Developing and testing Risk Management methodologies
- Analyzing exposures using stress testing and VAR techniques
- Research new methods for capturing risk exposure, and evaluating risk/reward and performance attribution across multiple asset classes
Requirements:
- Master’s in a relevant field such as Statistics, Economics, Engineering, Mathematics, Marketing, or Finance (Financial Engineering, Computational Finance, Mathematical Finance) or an equivalent combination of education and work related experience
- Proficiency of programming languages - VBA (practical knowledge)
- At least good English communication skills
- Prior experience in market models development and / or validation is preferred
- Knowledge of derivative pricing and risk management practices, numerical methods, Monte Carlo simulations and statistical analysis is preferred
Our Client offers:
- Opportunity to work for a top-ranked financial institution
- Challenging, international environment
- Private health care
- Multisport card
- Courses and trainings