Senior Quantitative Risk Analyst
New
Warszawa, Centrum, Warszawa, Country code: PL; Warsaw-based opportunity with remote work model (up to 5 days per week).Full-TimeSenior
Salary17,850 - 22,050 PLN per month
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Job Details
- Languages
- Polish (C2)
- Experience
- At least 5 years
- Required Skills
- PythonSQLNumpyPandasscikit-learn
Requirements
- 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 with machine learning frameworks like TensorFlow or PyTorch (plus).
- Familiarity with Bloomberg and CALYPSO platforms (plus).
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.
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