Our client, a leading global bank, is seeking a highly skilled Market / CCR Risk Quant to join a Global Risk Analytics function working for an international bank based in Krakow. This is an exciting opportunity to contribute to the development and analysis of cutting-edge market risk models for a major player in the financial services industry.
Position Overview
As a senior member of the team, you will be responsible for developing and redesigning market / CCR risk models, particularly for Equity and FX products, to ensure accurate measurement of IMA FRTB and compliance with regulatory requirements.
Responsibilities
- Develop and redesign market risk models
- Understand and align with regulatory and business requirements
- Manage all steps of the Model Life Cycle
- Build models using advanced programming skills in Python
- Proactively create tools for testing and analysis
Requirements
- Master’s degree in Math, Science, Engineering, or IT
- Familiarity with key market risk measures and regulations
- Knowledge of Traded Risk/derivative products
- Advanced programming skills in Python
- Experience with software build systems, version control, agile workflows
- Strong communication skills and ability to work internationally
How to Apply
If you have the skills and experience to excel in this role, please submit your CV to [email protected] highlighting your relevant qualifications and expertise.