Quant Analyst Consultant
2 miesięcy temu
Szukamy specjalisty z 2-10 letnim doświadczeniem, który dobrze zna modele ilościowe, ryzyko rynkowe i technologie wspierające analizy finansowe.
Obowiązki:
- Stosowanie zaawansowanych technik matematycznych i statystycznych w analizie produktów finansowych.
- Prowadzenie komponentów dużych projektów lub mniejszych zleceń z wysoką jakością usług.
- Monitorowanie postępów, zarządzanie ryzykiem i efektywna komunikacja z interesariuszami.
- Śledzenie trendów rynkowych i doradztwo w zakresie modelowania ryzyka rynkowego i kredytowego.
Wymagania:
- Wykształcenie wyższe lub podyplomowe w obszarach takich jak matematyka, finanse obliczeniowe, inżynieria lub fizyka.
- Praktyczna znajomość technik statystycznych (np. metody Monte Carlo, różnice skończone).
- Doświadczenie w wycenie instrumentów pochodnych i modelach ryzyka (VaR, CVA).
- Umiejętność kodowania w Pythonie, Java, C++, podstawowa znajomość SQL.
- Bardzo dobre umiejętności komunikacyjne i analityczne.
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