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Quantitative Manager in Risk Analytics

nr ref: 20/6/2024/AS
Konsultant prowadzący: Anna Szwangruber
Kraków (małopolskie)
4 czerwca 2024

W Antal zajmujemy się rekrutacją od ponad 20 lat. Dzięki działaniu w 10 wyspecjalizowanych dywizjach, świetnie orientujemy się w aktualnych trendach branżowych. Precyzyjnie określamy specyfikę stanowiska, klasyfikując kluczowe umiejętności i niezbędne kwalifikacje. Naszą misją jest nie tylko znalezienie kandydata, którego kompetencje wpisują się w wymagania danego ogłoszenia, ale przede wszystkim stanowiska, spełniającego oczekiwania kandydata. Numer rejestru agencji zatrudnienia: 496.

Do you have at least 5 years of experience in Risk Analytics in Corporate Banking Area?

Do you speak English fluently and want to work in a truly international environment?

Sounds like you've found the perfect deal!

 

Quantitative Manager in Risk Analytics

Location: Kraków

Form of the contract: UoP

Type of work: hybrid

Start of work: ASAP

Number of open positions: 1

 

This role is responsible for supporting a robust development and maintenance of risk models and methodologies that are under remit of the GRA GDM team. The role is a mid-seniority role in Cracow-based GRA GDM team.


What you’ll do

•    Identify areas for improvements, automation, and enhanced controls for risk models for Credit and Interest Rates asset classes.
•    Assess and validate performance of the models using real world data.
•    Understand features, assumptions, and limitations of the models, propose a validation approach, identify target market data, and undertake validation.
•    Develop new models (methodology and computing tools) to cover new / identified risks.
•    Articulate our modelling approach to internal and external stakeholders (incl. regulators) in a non-technical language if required.
•    Assist in the on-going application of the models in a business-as-usual risk management framework.
•    Manage assigned projects, typically of moderate scale. Participate in ad hoc projects.

 

What you need to have to succeed in this role

•    At least 5 years of experience in the financial industry in roles involving quantitative finance and/or risk modelling.
•    M.Sc. holder in Quantitative Finance/Physics/Mathematics/Financial Econometrics or related disciplines.
•    Sound understanding of financial mathematics, mathematical analysis, statistics and linear algebra.
•    Sound understanding of risk measures. 
•    Knowledge of basic regulatory requirements and bodies.
•    Knowledge of Credit and Interest Rates products and their pricing.
•    Knowledge of Bloomberg and MarkIT Credit and Interest Rates products data is a plus.
•    Good knowledge of Python programming language.
•    Professional qualifications such as FRM/PRM/CFA Levels are a plus.
•    Open personality and effective written and oral communication skills in English.
•    Ability to work in a diverse international team.
•    Ability to work to tight deadlines. 

 

What our client can offer

•    Competitive salary
•    Annual performance-based bonus
•    Additional bonuses for recognition awards
•    Multisport card
•    Private medical care
•    Life insurance
•    One-time reimbursement of home office set-up (up to 800 PLN).    
•    Corporate parties & events
•    CSR initiatives
•    Nursery and kindergarten discounts
•    Language classes
•    Financial support with trainings and education
•    Social fund
•    Flexible working hours 
•    Free parking

 

What will happen after your application? Stages of the recruitment process:

1. You will be contacted by an Antal consultant who will conduct an initial recruitment interview.

2. Then you will be recommended and we will arrange behavioural tests and then 2 meetings with the client's representatives.

3. After all, a decision on employment will be made, for which we keep our fingers crossed!

What is Antal?

We are a leader in the recruitment of specialists and managers as well as in HR consulting. The brand is present in 35 countries and has been operating in Poland since 1996. During this time, we have built many candidates' careers, thanks to a flexible and comprehensive approach to all recruitment. Our specialists, completely free of charge, will help you find and get the best job for you.

What will you gain thanks to the application for Antal offers?

Free career support!

By applying for Antal offers, you will receive the support of our Consultant who will maintain constant contact with you (email or telephone), help you prepare for the recruitment interview and take care of the quality of the recruitment process in which you are currently participating.