Unleash innovation in collateral management — shape the future of financial security!
Warsaw-based opportunity with remote work model (up to 5 days per week).
As a Senior Quantitative Risk Analyst, you will be working for our client, a leader in financial services dedicated to delivering cutting-edge solutions for collateral management. You will play a vital role in implementing a new system, connecting inter-system interfaces, dependencies with back-office systems, and external platforms—all within the context of advanced models like SIMM, IM, and VM. Join us and drive transformation in financial risk management and data-driven decision-making.
Your main responsibilities:
- Lead the design, build, and validation of quantitative models, including predictive and risk models such as VaR.
- Analyze market data and time series to inform model calibration and backtesting procedures.
- Develop and maintain robust Python scripts utilizing Pandas, NumPy, and scikit-learn for data processing and modeling.
- Optimize models through calibration and perform rigorous backtests to ensure quality and accuracy.
- Manage large datasets using SQL, ensuring data integrity and efficient data handling.
- Collaborate with cross-functional teams to integrate models into operational systems.
- Contribute to the continuous improvement of collateral management processes and tools.
You're ideal for this role if you have:
- At least 5 years of experience in quantitative risk modeling or related fields.
- Strong expertise in Python (Pandas, NumPy, scikit-learn).
- Proven experience with SQL and handling large datasets.
- Deep understanding of statistical methods, probability, and time series analysis.
- Practical knowledge of collateral management, including building and validating models.
- Experience in finance, risk, trading, portfolio management, or treasury is a plus.
It is a strong plus if you have:
- Experience with machine learning frameworks like TensorFlow or PyTorch.
- Familiarity with Bloomberg and CALYPSO platforms.
Language Required for the role:
Eligibility to work in this role:
- Only candidates with an existing legal right to work in the European Union will be considered for this role.
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Interested? Apply now and include your CV (preferably in English) along with a statement confirming your consent to the processing and storage of your personal data.