Risk Analytics Quantitative Analyst
Budapest Millennium Tower III, Hungary
HUF 9178K-14294K (estimate) Mid-level Full Time
Tasks
- Collaborate with model validation to remediate issues
- Develop capital projection models under stress scenarios
- Document models and development analysis
- Enhance credit risk model methodology
- Enhance market risk model methodology
- Implement model changes with data and IT teams
- Monitor and evaluate risk models
- Present results to stakeholders
- Validate model assumptions and ensure model fit for purpose
Perks/Benefits
Skills/Tech-stack
Algorithms | Basel III | Credit Risk | Data Analysis | FRTB | Market Risk | Mathematics | Model Validation | Numerical Methods | Python | Risk Management | Statistics
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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