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Quantitative Analyst
lokalizacja: Hybrid/ Kraków (3 days per week in the office)
numer referencyjny: 1196947/praktykipl
Hays IT Contracting is a cooperation based on B2B rules. We connect IT specialists with the most interesting technological projects on the market. For our client we are currently looking for Candidates for the position of Quantitative Analyst.
Work mode: hybrid/ Kraków (3 days per week in the office)
Compensation: 110 PLN/h net
Compensation: 110 PLN/h net
Contract type: B2B (with Hays Poland)
Experience: min. 3 years
English: B2/C1
Role overview:
The role requires a proven track record of driving lasting business impact through the development of state-of-the-art quantitative models, applications, and strategies. It involves deep expertise in market dynamics, client needs, and the best practice application of trading, investment, and risk processes.
You’ll be working in the Lombard Lending Models Stream within Quantitative Risk Modelling Team. We develop and maintain the credit exposure measurement capabilities of the GWM and IB divisions. The quantitative methods we use are based on econometrics and mathematical finance techniques and involve Monte Carlo-based simulations.
Responsibilities:
- Develop and maintain Lombard Lending models for both banking and trading book in line with regulatory requirements and models used for internal monitoring used by the Credit Officers
- Develop prototype codes that will be used in productive systems
- Interact with Risk and Finance expert functions as well as business representatives across the globe to deliver efficient and regulatory compliant solutions
- Support various stakeholder requests
Key Requirements:
- Experience in the quantitative modelling space or the ability to quickly learn and adapt to the demand of this function
- A sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes
- Strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
- Experience within the finance sector, ideally utilizing stochastic calculus is a plus
- Previous exposure to derivative pricing models (preferably across a range of asset classes) is a plus
- Good IT skills in Python or R. C/C#/C++ is a plus
- Capable of documenting model development in a clear way
- Self-driven, organized and detail-oriented with a solid understanding of banking industry
- MS or PhD degree or equivalent in mathematics, statistics, physics, computer science or engineering
What We Offer:
- A quick recruitment process.
- Standard benefits including preferential rates for LuxMed, Multisport, and life insurance packages.
- The chance for long-term cooperation on projects for top players in numerous sectors.
- Opportunities for future assignments with other leading clients through Hays.
What will the recruitment process look like:
- Your CV will be verified by a Hays Recruiter.
- The recruiter will contact you by phone – a 15-minute conversation about the project and your experience.
- Meeting with the client – 1-2 stages.
- Offer.
- Welcome to the project!
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.
hays.pl
Hays Poland sp. z o.o. jest agencją zatrudnienia nr 361
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