Quantitative Market Risk Analyst

2 tygodni temu


Warszawa, Mazovia, Polska ITDS Business Consultants Pełny etat
Join us, and drive high-impact solutions in financial risk management

Warsaw-based opportunity with the possibility to work 80% remotely

As a Quantitative Market Risk Analyst, you will be working for one of the most prestigious investment banks in the world. You will be responsible for developing and maintaining complex market risk models related to Value at Risk (VaR) and regulatory requirements. This role provides an excellent opportunity to be at the center of market risk methodologies, interacting with key stakeholders across risk management, front office, and regulatory compliance teams. If you have a keen interest in financial risk, strong quantitative skills, and the motivation to drive high-impact solutions, this position is for you.

Your main responsibilities:
  • Conduct analyses related to regulatory requirements for legal entities in the EMEA region
  • Maintain quantitative analyses for equity risk simulations and market risk models
  • Produce high-quality documentation with statistical insights and collaborate with the model validation team
  • Identify and address weaknesses in market risk models, implementing necessary enhancements
  • Interact with risk management teams, front office, technology, and control groups to improve risk models and support related production processes
  • Prepare reports and conduct detailed quantitative analyses for senior management and regulatory presentations
You're ideal for this role if you have:
  • Experience in derivatives pricing, exotic products, risk management, Basel 2.5/3 regulations, or numerical computation
  • Strong knowledge of statistical tests and financial engineering techniques such as PAA, PCA, and CAPM models
  • Ability to interpret and translate regulatory requirements into technical specifications
  • Proficiency in programming languages such as Python, VBA, SQL, and Unix
  • A strong academic background with a postgraduate degree (MSc/PhD preferred) in a quantitative field such as mathematics, physics, statistics, or data science
  • Excellent communication skills, with the ability to present complex financial models clearly to stakeholders

#GETREADY to meet with us

We would like to meet you. If you are interested please apply and attach your CV in English or Polish, including a statement that you agree to our processing and storing of your personal data.

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