Your new company
It is an award-winning transformational consultancy specialising in innovative solutions that solve our clients’ challenges quickly and efficiently.
Focused on three practice areas of digital, data and automation, our aim is to disrupt the market with the latest machine learning, automation, data analytics advisory and programme delivery.
Since inception in London in 2010, the company has rapidly grown and has established additional offices in the US, Poland and Australia.Core to our success is how we foster a culture of innovation and lateral thinking and encourage our people to develop new approaches and techniques.
Our specialist digital arm, it Digital, focuses on disrupting and challenging the digital landscape with daring, cutting-edge products, including HotDeskPlus and EUCplus. We use the latest software and techniques to create rapid, technology-led solutions and visionary products to help our clients excel.
We are a member of the Women in Finance charter and are committed to working together to build a balanced and fair industry.
Your new role
Perform consolidated risk reporting and analysis of risk measures (sVaR, VaR, RNIV, etc)
• Identify areas for improvements, automation and enhanced controls for risk models for all asset classes.
• Assess and validate performance of the models using real world data.
• Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation.
• Develop new models (methodology and computing tools) to cover new / identified risks.
• Articulate our modelling approach to internal and external stakeholders (incl. regulators) in a non-technical language if required.
• Assist in the on-going application of the models in a business-as-usual risk management framework.
• Work with a degree of autonomy, dealing with complex technical information while still being able to provide judgment and clear direction.
• Participate in ad hoc projects.
What you'll need to succeed
Experience in the financial industry involving quantitative finance and/or risk modelling.
• M.Sc./Bachelor holder in Quantitative Finance/Physics/Mathematics or related disciplines.
• Sound understanding of financial mathematics, mathematical analysis, statistics and linear algebra.
• Sound understanding of risk measures.
• Knowledge of derivative products and their pricing.
• Good knowledge of Python programming language. Other programming skills are a plus.
• Open personality and effective written and oral communication skills in English.
What you'll get in return
Stable working environment (For perm employees, permanent contract after 3 months probation) • Continuous growth together with an organization (we increased from 30 people to 100+ within a year, and still growing!) • Attractive salary plus additional benefits (Multisport card, medical package, referral bonuses) • Flexible working hours, possibility to work fully remote • Learning opportunities and knowledge sharing • Great atmosphere to work and open culture (although we all work remote, we put all our efforts to stay in touch and integrate with each other. We are having quarterly social events in different locations)
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now. #1164082
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Tipo de oportunidade
Bankowość & Usługi Finansowe
Área de especialidade
Bankowość i Inwestycje
Falar com um Consultor
Fale com Aleksandra Pacyga, o consultor especializado responsável por esta oferta de emprego, localizado em Katowice