Senior Quantitative Analyst (visa sponsorship available)

+++International Senior Quant Analysts needed for Poland location+++

My client, a Top Tier Global Bank is looking for experienced Senior Quantitative Analysts from Market Risk / Counterparty Credit Risk / Wholesale Credit Risk to join their Quantitative Analytics team based in Poland.

The teams are responsible for model design, validation and management of broad classes of financial risk. You will be supporting a robust development and maintenance of Market Risk or Credit Risk models and methodologies.

Responsibilities:

• Build, assess and validate performance of risk models using real world data
• Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation
• Identify areas for improvements, automation and enhanced controls
• Document enhancements in accordance with the on-shore standards
• Participate in ad hoc projects
• Articulate our modeling approach to internal and external stakeholders in a non-technical language
• Assist in the on-going application of the models in a business-as-usual risk management framework.

Requirements:

• 3-8 years experience in roles involving quantitative finance (multiple headcounts)
• Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finance or related disciplines
• Strong knowledge of traded risk measures (VaR, ES, PnL) or credit risk (PD, LGD, EAD) or derivatives (Forwards/Futures, Options, Swaps)
• Strong analytical skills, good understanding of statistics, linear algebra, analysis
• Excel and VBA skills are a pre-requisite, experience in Python, R or C++ or SAS are highly valued
• Professional qualifications such as FRM/PRM/CFA Levels are a plus
• Competent in the production of information, and the ability to process and analyse large data
• Open personality and effective written and oral communication skills in English
• Ability to work in a diverse international team

Please send your CV to phoebecheung@taylorroot.com in subject quote "PL Quant"