Our client is one of the world’s largest banking and financial services organisations. Their global businesses serve more than 40 million customers worldwide through a network that covers 64 countries and territories.

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Responsibilities

• Identify areas for improvements, automation and enhanced controls for risk models for Equity, FX, Credit and Interest Rates asset classes.

• Assess and validate performance of the models using real world data.

• Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation.

• Develop new models (methodology and computing tools) to cover new / identified risks.

• Articulate our modeling approach to internal and external stakeholders (incl. regulators) in a non-technical language if required.

• Assist in the on-going application of the models in a business-as-usual risk management framework.

• Work with a degree of autonomy, dealing with complex technical information while still being able to provide judgment and clear direction.

• Participate in ad hoc projects.

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Requirements

• Experience in the financial industry involving quantitative finance and/or risk modelling.

• M.Sc./Bachelor holder in Quantitative Finance/Physics/Mathematics or related disciplines.

• Sound understanding of financial mathematics, mathematical analysis, statistics and linear algebra.

• Sound understanding of risk measures.

• Knowledge of derivative products and their pricing.

• Good knowledge of Python programming language.

• Open personality and effective written and oral communication skills in English.

Optional

• Knowledge of Bloomberg.

• Experience in writing and reviewing methodology documents.

• Professional qualifications such as FRM/CQF/PRM.

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They offer

• Stable job in professional team.
• Flexible work schedule (part time, working from home).
• Interesting path of career in an international organization.
• Training and introduction to the Traded Risk activities/models and mentoring.
• Consistent scope of responsibilities.
• Private health care, life insurance, and other employees’ benefits.

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Note: Prepare your CV in English (PDF), fill in the form and apply! 🙂
Please include in your CV the following clause necessary for the recruitment process:

“I agree to the processing of personal data that I have made available voluntarily in the recruitment process by the Administrator of personal data, i.e. Dotcommunity Spółka z ograniczoną odpowiedzialnością [Ltd.] based in Cracow, 15 Żabiniec Street, 31-215 Cracow, registered in Poland, the Cracow’s District Court – Śródmieście, XI Commercial Division of the National Court Register under number 0000468484, VAT number: 9452174499, (“Dotcommunity”) in order to carry out the recruitment process for the Traded Risk Quant – Senior AVP – Cross Risk position on the basis of Art.6 item 1a of the Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (General Data Protection Regulation)”.

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