Quantitative Model Validator

4 tygodni temu

Warszawa, Mazovia, Polska Antal Sp. z o.o. Pełny etat

We are seeking a highly skilled Quantitative Model Validator - Pricing Expert to join our team at Antal Sp. z o.o. in the financial industry.

Key Responsibilities:

  • Validate pricing models, assess their risks, and develop alternative models to ensure accuracy and reliability.
  • Lead validation projects and guide junior team members to ensure successful project delivery.
  • Communicate findings with stakeholders and present reports to senior management to ensure informed decision-making.
  • Automate validation processes and contribute to tool development to improve efficiency and effectiveness.
  • Stay updated on the latest developments in pricing models and perform ad-hoc analyses as needed to ensure our models remain cutting-edge.

Requirements:

  • Min. 2 years of experience in quantitative model validation or model development, particularly in areas like Pricing, Trading Risk, or Market Risk.
  • Completed higher education in econometrics/quantitative finance/quantitative methods/mathematics/statistics/physics.
  • In-depth knowledge of financial engineering, including expertise in statistics, mathematics, econometrics, probability theory, and/or stochastic calculus.
  • Good knowledge of linear and non-linear financial derivatives (e.g., forwards, swaps), fixed income products (e.g., bonds), and investment products (e.g., MBS, ABS), including their pricing using stochastic models.
  • Strong analytical and problem-solving abilities to identify issues and develop effective solutions.
  • Ability to work both independently and as part of a team.
  • Fluent English (min. C1).

What We Offer:

  • Ability to work in a hybrid model.
  • Stable employment.
  • Flexible working hours.
  • Daily work using English in an international environment.
  • Participation in interesting, strategic projects.
  • Opportunity to obtain additional professional training.
  • An attractive package of benefits (medical care, insurance, use of the corporate gym, relaxation zone).

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