Menu

Quantitative Analyst

#quantitative programming #quantitative analyst #hybrid

Your new company
You will join a global IT consulting company that specialises in transformational management and technology. After joining the organisation, you will be supporting their clients from the banking industry, in particular in the cybersecurity area. Your expertise will help the client to build digital solutions that will allow customers to bank quickly, simply and securely.

Work is in a hybrid model in an office based in Kraków

You will be responsible for
  • Working in a global team responsible for development of risk models for broad classes of financial and operational risks
  • Assessing and validating the performance of the models using real world data
  • Supporting the ongoing maintenance of the CCR/XVA library
  • Understanding the features, assumptions and limitations of the models, proposing an enhancement approach, identifying target market data
  • Driving the improvements to the systems and data infrastructure supporting deployment of CCR&XVA models
  • Assisting in the on-going application of the models in a business-as-usual risk management framework
Qualifications
  • 3+ years of experience on similar position
  • Driving the improvements to the systems and data infrastructure supporting deployment of CCR&XVA models
  • Degree in Math/Physics/Computer Science/Engineering
  • Good knowledge of Stochastic Calculus applied to quantitative finance and knowledge of numerical optimisation technics and challenges
  • Programming skills: C++, Python and Linux. Nice to have: Apache Beam, GCP, MKL, Protobuf, CMake, Jenkins, Docker
  • Fluent English
What you'll get in return:
  • Long-term B2B contract, 1200-1500 PLN nett+VAT/MD
  • Hybrid work model (Kraków)
As a contractor, you will be eligible for the following services (in full or in part) - at your own cost:
  • Medical care - Medicover
  • Health insurance
  • Multisport card
Interested? Click Apply!
Hays Poland sp. z o.o. is an employment agency registered in a registry kept by Marshal of the Mazowieckie Voivodeship under the number 361.
#LI-DNI
Click here to access HAYS Privacy Policy, which provides detailed information on how we use and protect your personal information, and your rights in relation to this.

Summary

Job Type
Contract
Industry
Banking & Financial Services
Location
Kraków
Specialism
Data & Advanced Analytics
Pay
1200 -1500 PLN nett+VAT/MD
Ref:
1189578

Talk to a consultant

Talk to Antonina Przestrzelska, the specialist consultant managing this position, located in Warszawa
Hays, ul. Marszałkowska 126/134

Telephone: 500 152 901

Similar jobs to Quantitative Analyst

  • Financial Analyst

    rzeszów, financial analyst, accounting, job, finance, fp&a, analyst, data, krakow
    Rzeszów

  • Quantitative Analyst

    Python, R, Java, SQL, statistical modelling, quant
    Kraków

  • Python Quantitative Developer

    Python, Quant, Quantitative
    Kraków

  • FP&A Analyst

    Financial Planning & Analysis Analyst
    Warszawa

  • Financial Planning & Analysis Analyst

    FP&A, Financial Planning & Analysis
    Warszawa