Quantitative Risk Analyst

5 dni temu


Warszawa, Mazovia, Polska TN Poland Pełny etat

Job Description

The Quantitative Modeller role in the Risk division is a key part of our risk management framework. As a member of this team, you will design and implement quantitative measures used in Counterparty Credit Risk, such as Expected Exposure and Credit Valuation Adjustment. You will work closely with other teams to ensure effective risk management across all asset classes.

About the Role

  • You will develop and maintain complex mathematical models for risk assessment and mitigation.
  • You will collaborate with stakeholders to communicate modelling concepts and results effectively.
  • You will stay up-to-date with regulatory requirements and industry developments to inform your work.

About Us

We are a leading global investment banking, securities and investment management firm committed to fostering diversity and inclusion. Our employees benefit from opportunities to grow professionally and personally, with access to training, networks, and benefits that support their well-being.



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