Quantitative Risk Senior Analyst, Senior Vice President
GRZYBOWSKA 60, Poland
PLN 241K-411K (estimate) Senior-level Full Time
Tasks
- Build simulation models
- Calibrate covariance matrices
- Coordinate model implementation testing with Risk IT
- Develop counterparty credit risk models
- Ensure model data quality control
- Perform model impact analysis
- Prepare model reports for regulators
- Produce model documentation
- Provide model training to team members
- Support regulatory requirements analysis
- Test model robustness
Perks/Benefits
Skills/Tech-stack
Basel regulatory | Basel regulatory capital | CVA | Counterparty Credit Risk | Covariance Matrix | Credit Risk | Data Analysis | Data Quality | Data quality control | Derivatives | EPE | Java | Model Validation | PFE | Probability | Python | Quality Control | Regulatory Capital | SQL | Simulation Modeling | Statistical Analysis | Statistics | Stochastic Calculus | UAT
Education
Roles
Analyst | Developer | Model Developer | Quantitative Risk Analyst | Risk Analyst
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