Quantitative Model Validator
4 tygodni temu
We are seeking a skilled Quantitative Model Validator 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, guiding junior team members and providing expert guidance.
- Communicate findings with stakeholders and present reports to senior management, ensuring transparency and clarity.
- Automate validation processes, contributing to tool development and improving efficiency.
- Stay up-to-date with the latest developments in pricing models, performing ad-hoc analyses as needed to drive business growth.
Requirements:
- Minimum 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:
- Opportunity 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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