Senior Quantitative Analyst - Risk Capital Model Development
Location(s): Warsaw, Mazovia, Poland
PLN 241K-411K Senior-level Full Time
Tasks
- Assess tail risk and diversification effects
- Conduct model lifecycle methodology design
- Coordinate with risk technology and production teams
- Develop risk capital models
- Enhance risk capital models
- Implement risk capital models into production systems
- Maintain risk capital models
- Measure concentration risk
- Monitor model performance
- Perform Benchmarking
- Perform backtesting
- Perform default risk analysis
- Perform loss severity modeling
- Perform stress loss estimation
- Prepare model documentation
- Run sensitivity analysis
- Support independent model validation
- Support internal audit and regulatory exams
- Validate model compliance with regulatory requirements
Perks/Benefits
- Annual discretionary incentive award
- Cafeteria benefits
- Defined contribution pension plan
- Employee assistance program
- Employee discounts
- Hybrid work model
- Life insurance
- Paid parental leave
- Private medical care
- Sport card
- Volunteering day off
Skills/Tech-stack
Backtesting | C plus plus | Capital modeling | Concentration risk | Correlation modeling | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Data Analysis | Dependency Modeling | Large-scale | Large-scale simulation | Loss Severity | Loss Severity Modeling | Market Risk | Model Risk Management | Model risk | Monte Carlo | Monte Carlo Simulation | Numerical Methods | Python | Regulatory Capital | Risk Capital | Risk Capital Modeling | Risk Management | Sensitivity Analysis | Severity Modeling | Statistical modeling | Stochastic Processes | Stress Testing
Education
Roles
Related jobs
-
Data & AI Internship Program (She/He/They) PLN 60K-60KAggregation | Data Engineering | Data Pipelines | Data Visualization | Data WarehousingBuddy support | Career development | Flexible working hours | Long-term employment opportunity | MentorshipEntry-level Full Time InternshipWarsaw, Sienna 39, Poland1d ago
-
T&E Data Analyst PLN 166K-218KAudit Analytics | Compliance reporting | Data Analysis | Data Reconciliation | Fraud DetectionCharity donation matching | Employee assistance program | Mindfulness programs | Paid volunteer time off | Professional development course libraryMid-level Full TimePoland Katowice (Francuska 46) R2d ago
-
AI-assisted analysis | Alteryx | Automation | Cause analysis | Data AnalysisAdditional holidays | Development programs | Language classes | Life insurance | Medical packageSenior-level Full TimeKrakow, Poland2d ago
-
Audit Data Analyst, Officer PLN 132K-132KAlteryx | Artificial Intelligence | Continuous Auditing | Control Testing | Data ScienceAdditional holidays | Hybrid work model | Language classes | Life insurance | Medical packageMid-level Full TimeBIG - Zielinskiego Krakow, Poland R2d ago
-
BI Development | Bureau data | Credit Bureau Data | Credit Risk | Credit Risk ManagementBonus | Cafeteria benefits | English classes | Hybrid work model | Modern equipmentSenior-level Full TimeWarszawa, PL, 00-841 R3d ago
-
Credit Bureau Reporting | Credit Risk | Credit Risk Management | Credit bureau | Data GovernanceAdditional day off for volunteering | Annual bonus | English classes | Equipment provided | Flexible working hoursSenior-level Full TimeWarszawa, PL, 00-841 R3d ago
-
Senior Data Analyst - Poland PLN 165K-280KAgile | Anomaly Detection | Client Segmentation | DAX | Data GovernanceBirthday benefits | Employee training and development | Hybrid work flexibility | Loyalty benefits | Team eventsSenior-level Full TimeWarsaw, Warsaw, Poland (Hybrid) R3d ago
-
Data Analyst - Excel - Power BI PLN 120K-190KData Analysis | Data Visualization | Excel | Power BI | SASCareer growth opportunities | Community minded organization | Learning opportunities | Supportive leadershipMid-level Full TimePL-Malopolskie-Krakow4d ago
-
Data & Advanced Process Analytics Engineer PLN 276K-276KArtificial Intelligence | Data Visualization | ETL | Machine Learning | Process miningHybrid workMid-level Full TimePoland - Warsaw R6d ago
-
Data Analysis | Financial Modeling | Interest Rate | Interest Rate Risk | Liquidity RiskEntry-level Full TimeWarsaw, Mazowieckie, Poland9d ago
-
Market Data Analyst in Asset Management PLN 87K-119KAsset Management | Data Analysis | Data Visualization | Econometrics | Market DataMid-level Full TimeWroclaw, Poland9d ago
-
Mid-level Full TimeWarsaw, Poland9d ago
-
Senior Data Analyst PLN 206K-300KA/B | A/B Testing | B testing | Churn Prediction | Cohort AnalysisSenior-level Full TimeWarszawa , Mazowieckie, Poland10d ago
-
Quantitative Analysis, AVP PLN 182K-182KAnalytics | Data Analysis | Data Modeling | Data Quality | Financial marketAdditional holidays | Educational support | Employee networks | Flexible work programs | Language classesExecutive-level Full TimeKrakow, Poland10d ago
-
Quantitative Internship in Validation PLN 60K-60KArtificial Intelligence | Automation | Credit Risk | Data Analysis | ExcelFlexible working optionsEntry-level Full Time InternshipKraków, Poland10d ago
-
Mid-level Full TimeWarsaw, Poland10d ago
-
Fraud Strategic Data Analyst PLN 132K-190KAI | Authentication | Benefit Analysis | Cost Benefit | Cost-Benefit AnalysisCareer growth | Inclusive culture | Training opportunities | Transparent hiring practicesMid-level Full TimeWarsaw, Poland13d ago
-
Data Analysis | Data Cleansing | Data Integrity | Data Management | Data QualityGroup insurance | Holiday allowance | Language courses | Multisport card | Private medical careEntry-level Full TimeWarsaw, Masovian Voivodeship, Poland13d ago
-
Senior Data Analyst PLN 206K-322KArtificial Intelligence | Jira | Life Cycle Assessment | Python | SQLSenior-level Full TimePL Remote, Poland R14d ago
-
Data Visualization | Econometrics | Looker | Microsoft Excel | PythonCafeteria fringe benefits | English classes | Hybrid work model | Paid equipment | Remote work daysSenior-level Full TimeWarszawa, PL, 00-841 R14d ago
-
Data Quality | Data Quality Management | Data Storytelling | Data Visualization | EconometricsCafeteria plan | Hybrid work schedule | Insurance benefits | Lunch packages | MacBook or Dell laptopSenior-level Full TimeWarszawa, PL, 00-841 R14d ago
-
Algo Model Validation Quantitative Internship PLN 60K-60KData analytics | English communication | Financial Products | Microsoft Excel | Model GovernanceFlexible working options | Paid internshipEntry-level Full Time InternshipKraków, Wroclaw, Poland14d ago
-
Quantitative Analyst – FCP Model Validation PLN 120K-190KBenchmarking | Git | Python | R | SQLAdditional days off | Hybrid working | Inclusive international culture | Work-life balanceMid-level Full TimeWarsaw14d ago
-
ISC Data Analyst PLN 132K-186KAI tools | Azure | Data Architecture | Data Modeling | Data PipelinesDigital course library | Employee assistance program | Mindfulness programs | OnTrack wellbeing program | Volunteer donation matchingMid-level Full TimePoland Katowice (Francuska 46)15d ago
-
Data Analyst (m/f/d) PLN 216K-328KDAX | Data Modeling | Data Visualization | Databricks | Power BICross-functional collaboration | Flexible office or remote option | International work environment | Remote work | Training opportunitiesSenior-level Full TimeWarszawa, Województwo mazowieckie, Poland R15d ago