Senior Quantitative Risk Model Analyst

Responsibilities:

• Develop, maintain, and enhance counterparty credit risk models, particularly for constructing and calibrating risk covariance matrices
• Calibrate and manage simulation models for counterparty credit risk assessment
• Oversee the production and testing of covariance matrices, ensuring accuracy and reliability
• Conduct impact analysis of model parameter changes on regulatory and internal risk measures
• Design and implement methodologies, algorithms, and diagnostic tools to evaluate model robustness, stability, and performance
• Create and maintain detailed technical documentation, including mathematical derivations, project plans, and quality control procedures
• Support regulatory and internal risk management requirements with quantitative solutions
• Prepare comprehensive reports and analyses for senior management and regulatory review

Requirements:

• Minimum of 3 years as a quantitative or risk analyst in the financial industry
• Advanced proficiency in Python is essential
• Strong mathematical skills are critical
• Excellent written and verbal communication 
• A degree in Mathematics, Quantitative Methods in Economics, or a related field
• Familiarity with counterparty credit risk is highly advantageous

Offer:

• Private medical care
• Co-financing for the sport card
• Training & learning opportunities
• Constant support of dedicated consultant
• Employee referral program