Quant Risk Analyst

Stanowisko: Quant Risk Analyst

Miejsce pracy: Warszawa

Data dodania: 24.01.2022

DCG is a modern technology company, gathering in its ranks IT related professionals. Due to the continuous development and the large number of recruitment projects that we carry out for our Partners, we are looking for a person for the position:

Quant Risk Analyst

 RESPONSIBILITIES:

  • Contribute to the integration of new commodities products into the counterparty credit risk framework
  • Provide specification for development, based on the analysis of valuation libraries and requirements for the CCR engine
  • Propose unit test framework in Python and unit test the development together with Risk IT
  • Conduct performance testing of new products
  • Prepare model documentations to high standards
  • Support model risk management process, i.e. provide ad hoc analysis to justify modelling assumptions and/or test results


REQUIREMENTS:

  • 5+ year’s experience in a quantitative role with investment banks
  • Experience with developing and testing libraries in Python or other languages
  • Experience working with technology teams on model implementation
  • Very good command of English (oral and written)
  • Master’s degree/PhD in a quantitative discipline
  • Deep understanding of commodity markets
  • Experience in the whole model development cycle, i.e. mathematical proposal, prototyping, documentation, validation, approvals from senior stakeholders, release to production, would be a plus


OFFER:

  • Private medical care
  • Constant support of dedicated consultant
  • Team-building events organised by DCG
  • Competitive salary adequate to experience and skills

Przed wyslaniem CV/dokumentów aplikacyjnych, uprzejmie prosimy kandydatów o zapoznanie się z klauzulą informacyjną.

Po zapoznaniu się z klauzulą informacyjną podaną przez Administratora Danych dobrowolnie wyrażam zgodę na przetwarzanie przez Ogłoszeniodawcę moich danych osobowych, zawartych w mojej ofercie pracy, dla potrzeb procesu tej rekrutacji oraz dla realizacji przyszłych projektów rekrutacyjnych.

Agencja doradztwa personalnego (nr licencji 4642)

Dane spółki: Diverse CG Sp. z o.o. Sp.k., ul. Towarowa 28, 00-839 Warszawa                                                     

REGON: 141316780

NIP: 5222877930

KRS: 0000733458

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