Quantitative Modeler Expert

  • Full Time
  • Warsaw

Website Collabera

Job Description
We are looking for you:

If you have:

  • Degree in science (magisterium or doctorate) in the field of econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field.
  • Good knowledge of statistical modeling and econometric methods.
  • Experience in statistical programming (e.g., Python, R).
  • Knowledge of financial regulations (Basel, EBA).

At least 5 years of experience in:

  • Developing or validating behavioural models, such as pre-paid models and replication models (hedging).
  • Measurement of risk and economic capital.

Additionally, you can point for:

  • Experience with databases, data modeling, data preparation and data quality control is considered a plus.
  • Knowledge of the stochastic interest rate model.
  • Professional certification of FRM / PRM / CFA or CQF.
  • Knowledge of Risk Pro or QRM.
  • Knowledge and experience in advanced statistical techniques, such as Monte Carlo, neural networks, enhanced decision trees, etc.

Responsibilities:

  • Project management and stakeholders:?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? 20% .
  • Development, analysis and documentation of ALM models:?? ?? ?? ?? ?? ?? ?? ?? ??20% .
    Model monitoring, historical analysis and comparative tests: ?????????????????????????? 20% .
  • Improving the methodology of the development of the model:?? ?? ?? ?? ?? ?? ??20% .
    Consulting in the field of modeling management: ?????????????????????????????????????????????????????????????????????? 20% .

Other requirements:

  • Highly developed analytical skills and problem solving.
  • Communication and presentation skills, advanced level of English (C1 or higher).
  • Independent, creative and active attitude.
  • Interest in innovation.
    Benefits:

 

Your Development:

  • International projects
  • Access to the latest technologies
  • Free English lessons
  • Training
  • Certifications
  • Professional development

Your Health, Fitness and Family:

  • Private medical care
  • Multisport card co-financed 50%
  • Kindergarten in the company building
  • Bicycle parking
  • Relaxation and entertainment zones
  • Sports events

Appropriate working conditions:

  • Stable employment conditions
  • Laptop
  • Cell
  • Additional monitor
  • Delicious coffee
  • Kitchen
Location City:
Warsaw
Location Country:
Poland
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