Market Risk Analyst

3 dni temu


Warszawa, Mazovia, Polska TN Poland Pełny etat

TN Poland is seeking a skilled Market Risk Analyst to join our Market Risk Analytics team. In this role, you will be responsible for developing and maintaining complex market risk models, particularly those related to Value at Risk (VaR). You will have the opportunity to work at the forefront of market risk methodologies in a dynamic environment.

About the Role
  • Prepare in-depth reports and quantitative analyses for senior management and regulatory bodies.
  • Engage with risk management teams, front-office professionals, technology groups, and control functions to optimize market risk models and support associated production processes.

The Ideal Candidate

  • Ability to interpret regulatory requirements and translate them into technical specifications for model implementation, testing, and validation.
  • Strong knowledge of statistical tests commonly used in Financial Engineering.


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