Quantitative Analyst – Pricing Model Validations [rekrutacja online]
Miejsce pracy: Warszawa
We are looking for you:
If:
- you have an academic MSc or PhD degree in a quantitative field, preferably (financial) mathematics, econometrics or physics
- you have up to 5 years of experience, with familiarity on derivatives pricing, financial markets, and the modern features like multi-curve pricing of IR derivatives and IBOR reform
- you present strong knowledge and experience with programming languages, especially C++ and Python
- you are experienced with FM Front Office pricing systems, in particular, Sophis, Murex or Summit is a plus
- you have strong communication skills and fluency in English and
- you present constructive attitude and pro-active team player
You'll get extra points for
- Experience in Agile / Scrum way of working.
- Independent, creative and pro-active mind-set.
- Being keen on innovation.
- contract of employment
type of contract - 7:00 - 9:00 - 15:00 - 17:00
work hours - Zajęcza 4, Warszawa
this is the location of our office
Scope of duties:
40%- Perform validation of pricing models, where you critically look at the proposed model,analyze model suitability and its shortcomings, quantify missing risk, developalternative models, and make final judgement on the quality of the model.
20%- Write high quality validation reports, discuss your findings with colleagues, front office quants and traders, and higher management.Present your reports at the corresponding committees
30%- Develop and maintain the programming library,which is used for analysis of the models and for asserting of the accuracy of the implementation
30%- Perform ad-hoc analyses for acute business needs
Your development
- professional development
- certificates and knowledge development
- training budget
- access to the newest technologies
- international projects
- free English courses
- provate medical care
- 50% funded Multisport Card
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations
- kitchen