Quantitative Modeler Specialist

  • Full Time
  • Warsaw

Website Collabera

Job Description
We are looking for you:

If you have:

  • Degree in science (bachelor or master) in 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).
    Experience with:
  • Development and / or validation of behavioral models such as pre-paid models / replication models (hedging).

Additionally, you can point for:

  • Knowledge of financial regulations (Basel, EBA).
  • Knowledge of the valuation of financial market instruments, e.g. options.
  • Knowledge and experience in advanced statistical techniques such as Monte Carlo, Neural
  • Networks and Enhanced decision trees, etc.
  • Experience with databases, data modeling, data preparation and data quality control is considered a plus.
  • Professional certification FRM / PRM / CFA or CQF.

Responsibilities:

  • Development, analysis and documentation of ALM models:?? ?? ?? ?? ?? ?? 25% .
  • Model monitoring, historical analysis and comparative tests:?? ?? ?? ?? ?? 25% .
  • Improving the methodology of the development of the model: ???????????? 25% .
  • Advising management of modeling issues:?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ?? ??25% .

Other requirements:

  • Strong analytical and problem solving capabilities .
  • Communication and presentation skills, advanced level of English (C1 or higher) .
  • Independent, creative and active attitude .
  • Interested in innovations .

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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