Grafton Recruitment, firma założona w 1982 roku w Irlandii, to wiodąca agencja rekrutacyjna z ponad 30 letnim doświadczeniem. Grafton Recruitment jest jedną z największych niezależnych firm rekrutacyjnych w Europie, wyspecjalizowaną w rekrutacji profesjonalistów średniego i wyższego szczebla we wszystkich sektorach. Gwarancją wysokiej jakości naszych usług jest posiadany certyfikat ISO 9001.
Agencja zatrudnienia (nr licencji 812)
Agencja zatrudnienia (nr licencji 812)
Associate (Model Risk Management)
Nr ref.: 1-11-43154/PC
For our Client, one of the most prestigious institutions of the Investment Banking market, we are looking for an:
Associate (Model Risk Management)
Main duties:
Associate (Model Risk Management)
Main duties:
- Assessing and quantifying model risk - the risk associated with the choice of models that are used to price exotic derivative transactions. As financial derivatives become more complex, so do the models used to value and risk manage them. Our group focuses on developing alternative models to quantify the sensitivity to choice of different models.
- Verification of model implementation, analysing all models used by the firm for valuing and risk managing derivatives contracts to ensure their consistency and validity.
- Advising senior management on the risks associated with particularly large transactions.
Requirements:
- strong quantitative skills with a Ph. D or Master degree in a quantitative discipline (e.g., Physics, Mathematics, Statistics, Engineering, Computer Science)
- strong background in programming and/or algorithms
- comfortable in explaining complex models in an intuitive way
- team player and have the ability to come up with solutions quickly, think through solutions with others
- comfortable in working in a fast paced environment
Benefits:
- attractive salary
- ability to work in one of the most prestigious and recognizable financial institutions in the world
- active work environment
- atrractive social package including health insurance, medical care, bonuses
Uprzejmie informujemy, że skontaktujemy się tylko z wybranymi kandydatami.
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