Lead Quantitative Analyst
13 godzin temu
Company Overview:
BELVEDERE RECRUITMENT is proud to partner with a leading global bank in their search for a highly skilled Lead Quantitative Analyst to join their Treasury Analytics team in Poland.
This exciting opportunity allows you to leverage your expertise in quantitative analysis and contribute to the development of innovative financial models that drive business growth.
Job Description:
As a Lead Quantitative Analyst in Treasury Analytics, you will play a crucial role in developing statistical models and machine learning techniques to assess risk metrics and support the bank's Treasury business. Your work will directly impact the bank's ability to effectively manage risk and make informed financial decisions.
You will be responsible for:
- Developing prepayment/pipeline models for mortgage products using statistical modelling
- Designing behavioural models to assess IRRBB risk metrics
- Building tools in Python to test proposed models
- Contributing to the development of the One Treasury Platform
- Improving models through assessment, validation, and documentation
- Ensuring models meet regulatory and business requirements
- Coordinating projects focusing on consistency across sites
- Identifying areas for efficiency improvements and automation
- Clearly explaining model details to non-technical audiences
Required Skills and Qualifications:
To succeed in this role, you will need:
- An academic background in a quantitative field (e.g., Mathematics, Data Science)
- Expertise in mathematics, statistics, and machine learning algorithms
- Strong Python programming skills, preferably in financial computations
- 3+ years of relevant experience in analytics (e.g., Risk Modelling)
- Effective communication skills for technical and business audiences
- Familiarity with financial assets, liabilities, and banking products (preferred)
- Understanding of IRRBB risk components and liquidity risks (preferred)
- Experience in designing behavioural models (preferred)
Benefits:
We offer a competitive salary and annual performance-based bonus, comprehensive health and wellness benefits, including private medical care, and opportunities for professional growth and development.
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