Quant Analyst - Counterparty Credit Risk

Localization: Cracow or fully remote

Industry: Banking

Type of the contract: Full-time project, long-term, B2B contract

Quant Analyst - Counterparty Credit Risk

emagine is seeking talented freelance Quant Analysts to join our team. As a Quant Analyst, you will play a vital role in supporting regulatory-driven programs, focusing on the development of risk models and conducting complex data analysis pertinent to credit exposure metrics.

Successful candidates will have a strong foundation in mathematics, finance, and programming.

Main Responsibilities:

• Model Development: Design and implement models calculating credit exposure metrics like Potential Future Exposure (PFE), Expected Positive Exposure (EPE), and Credit Valuation Adjustment (CVA).
• Conduct risk analysis of complex financial products.
• Perform stress testing and scenario analysis under various market conditions.
• Gather and analyze large datasets for risk insights.
• Ensure compliance with regulatory model requirements.

Key Requirements:

• Proven experience as a Quant Analyst with model development expertise.
• Strong understanding of Counterparty Credit Risk.
• Experience in Stress Testing methodologies.
• Proficiency in programming languages such as Python, C++, or R.
• Solid grasp of Market Risk concepts.

Nice to Have:

• Experience in financial derivatives analysis.
• Strong communication skills for stakeholder interaction.