Collateral Risk Quant, AVP Collateral Risk Quant, AVP …

Charles Levick
in Kraków, Malopolskie, Poland
Permanent, Full time
Be the first to apply
Negotiable
Charles Levick
in Kraków, Malopolskie, Poland
Permanent, Full time
Be the first to apply
Negotiable
Charles Levick
Quantitative Finance experienced individual required who possesses strong analytical skills to include Excel, VBA and preferably Python knowledge.

Quantitative Finance experienced individual required who possesses strong analytical skills to include Excel, VBA and preferably Python knowledge.


Positioned within a global analytics risk business, the function has responsibility for model design and management of broad classes of financial and operational risk. They are tasked with setting standards and providing mission-critical, cutting-edge tools to help identify, measure and manage risk, as well as enhance an enterprise-wide compliance. This is a role responsible for supporting a robust development and maintenance of collateral risk models and methodologies.

Joining a team of impressive Quantitative Analysts you will have the following key responsibilities:
* Build, assess and validate performance of risk models using real world data
* Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation
* Identify areas for improvements, automation and enhanced controls
* Document enhancements in accordance with the on-shore standards
* Participate in ad hoc projects
* Articulate our modeling approach to internal and external stakeholders in a non-technical language
* Assist in the on-going application of the models in a business-as-usual risk management framework.

Requirements:
* Relevant and transferable experience in roles involving quantitative finance
* Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finance or related disciplines
* Strong analytical skills, good understanding of statistics, linear algebra, analysis
* Excel and VBA skills are a pre-requisite, experience in Python is highly valued
* Basics of risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)
* Professional qualifications such as FRM/PRM/CFA Levels are a plus
* Competent in the production of information, and the ability to process and analyse large data
* Open personality and effective written and oral communication skills in English
* Ability to work in a diverse international team

Company Overview

Charles Levick Limited are a leading global financial recruiter providing innovative solutions across Capital Markets, Financial and Professional Services organisations. Founded in 2008, Charles Levick is privately owned and operates from offices based within the City of London and New York.

A truly independent company with a global reach, we pride ourselves on delivering honest and intelligent guidance developing long term sustainable relationships. Our breadth of expertise and services allow us to deliver solutions across our sectors ranging from junior analyst through to C-Suite requisitions, all delivered with exceptional levels of attention to detail and service that have helped us to grow into the organisation we are today.

We have managed to build an enviable reputation partnering a diverse range of large and small organisations initially within London, but now globally, actively supporting clients across Europe, Asia and the US. With decades of experience, we have been able to develop a substantial knowledge of our markets as well as building loyal relationships with our clients and candidates.

Our business is devised of 5 core areas of specialisation:

  • Operations/Infrastructure
  • Compliance
  • Risk & Actuarial
  • Change, Transformation & Technology
  • Fintech
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