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Quantitative Risk Management Expert

1 tydzień temu

Warszawa, Mazovia, Polska TN Poland Pełny etat
Job Description

We are seeking a highly skilled Senior Quantitative Risk Model Analyst to join our team at TN Poland. In this role, you will be responsible for designing, maintaining, and improving models for counterparty credit risk.

  • Develop and calibrate counterparty risk covariance matrices.
  • Manage simulation models tailored for assessing counterparty credit risk.
  • Participate in the production and validation processes for covariance matrices.
  • Conduct impact analyses of changes to covariance matrices and counterparty credit risk model parameters.
Requirements

Minimum of 3 years as a quantitative analyst or risk analyst in the financial industry.

Proficiency in Python programming is required.