Financial Analyst
7 godzin temu
Role Overview:
\We are seeking a skilled Quantitative Analyst to join our team in Krakow.
\\
Key Tasks:
\- \
- Working in a global team responsible for developing risk models for various financial and operational risks\
- Validating the performance of risk models using real-world data\
- Supporting the ongoing maintenance of the CCR/XVA library\
- Driving improvements to systems and data infrastructure supporting deployment of CCR/XVA models\
- Assisting in applying risk models in a business-as-usual risk management framework\
\
Requirements:
\- \
- 3+ years of experience in similar positions\
- Degree in Math, Physics, Computer Science, or Engineering\
- Good knowledge of Stochastic Calculus applied to quantitative finance and numerical optimization techniques\
- Programming skills: C++, Python, and Linux\
- Fluent English\
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