Risk Modeling and Analytics Specialist
- ogłoszenie wygasło 2 lata temu
- Pełny etat
- Specjalista (Mid / Regular)
- rekrutacja zdalna
For our client, an international financial company, operating in the area of investment funds and building up a new team in Kraków, we are looking for candidates working in the field of Quantitative Finance, interested in taking a position of Risk Modeling and Analytics Specialist.
Risk Modeling and Analytics SpecialistNumer ref.: 192886/7561
- perform processes and procedures of qualified market risk measurement according to the regulation for investment funds,
- verify risk analytics for market risk on a daily basis (value at risk, backtest, stress test, simulation analysis),
- perform decomposition, modelling and integration of derivative securities,
- conduct assessments of the necessity of the qualified approach for market risk measurement in the case of launching new investment funds or the conversion of existing portfolios (concept check),
- technical and specialist support and development of the monitoring process for market risk,
- regular verification of risk figures, optimisation and development of risk-analysis templates (statistics, content, layout),
- cooperate across borders with other companies and branches of the Group.
- at least 2 years of experience in a similar position in Risk Measurement or Quantitative Risk Valuation,
- Master's degree or equivalent qualification in Finance, Economics, Business Mathematics, Business Administration or related subject,
- fluent English language, communicative German language will be a great asset,
- relevant practical experience in the fields of measurement of market risk and the validation of risk figures for multi-asset investment funds or other kinds of multi-asset portfolios,
- intermediate to advanced level in two or more programming languages like VBA, SQL, Matlab, Python or similar,
- results orientation, self-reliant working, outstanding quality and reliability.
- very attractive salary with the bonus system,
- development and career opportunities in modern, fresh organization,
- work in an international environment,
- participate in building up fast-growing department,
- My Benefit and Multisport systems, Luxmed package,
- flexible working hours and possible 80-100% home office.