For our Client we are looking for experienced candidate,
who will be part of global project:
Financial Modelling Analyst
Kraków
Main Duties:
- Analysing the existing and working on new mathematical finance models in the areas of Interest Rates, Equity, Credit Risk, Liquidity and Stress testing,
- Contributing to the GVG Analytics C++ Library,
- Undertaking various quantitative and non-quantitative work within GVG Analytics, such as supporting users of Pegasus (an internal system built by GVG), running analysis, testing tools and interacting with various teams to assist with specific projects,
- Working closely with colleagues in the GVG function, onshore GVG teams and stakeholders in London, Paris and other sites, actively engaging with other team members and contributing to team discussions.
- Credit risk models impact business portfolio management decisions (by allocating of the capital to different business lines and sectors)
Requirements:
- Strong analytical skills and a proactive approach to problem solving,
- Minimum 1 year of wholesale modelling experience
- Knowledge of C++ (preferable), VBA or other programming languages,
- Good derivatives knowledge (e.g. options, swaps) is desirable,
- Masters / PhD Graduate in Quantitative Finance, Mathematics, Physics, Computer Science or Engineering discipline; candidates close to completion of their Masters studies can also be considered,
- Knowledge in one or more of the following areas: Probability Theory, Pricing Models, Statistical Models,
- Knowledge of SQL language is an advantage,
- Fluency in English both spoken and written,
- Good communication skills and willingness to learn.
Nice to have:
- Excellent communication skills and the ability to maintain close working relationship with related parties
- Desirable experience with Moody’s RiskCalc and RA5 and AIRB modelling, IFRS9 and stress testing
- Knowledge of German or/and French will be a plus
- Financial/banking industry experience is an advantage (ideally in a role that provides exposure to financial modelling),
We offer:
- Intellectually challenging job in professional and friendly team,
- Training tailored to the needs of the employees, e.g. financial models, C++, etc,
- Travel to London / Paris for training with onshore teams,
- Brand new office with modern facilities, e.g. video conferencing, kitchens, game & relaxation rooms,
- Occasional work from home is allowed, though not required,
- The work environment of a start-up with added benefit of stability and diversity.
- Attractive salary based on your professional experience and skills, private health care, employees’ benefits and discretionary performance based bonuses.