Requirements: English
Company: DCG
Region: Gdansk , Pomeranian Voivodeship
Responsibilities:
Conduct in-depth analyses related toregulatory requirementsfor Legal Entities in theEMEAregion
Maintain and refinequantitative analysesfor methodologies related toEquity Risk simulations
Preparehigh-quality documentationwith statistical justifications and liaise with themodel validation team
Work withexisting market risk models, identifying and addressing weaknesses, as well as implementing model enhancements for new business needs
Collaborate withrisk management teams, front office, technology, and control groupsto enhance market risk models and support related production processes
Generatedetailed reports and quantitative analysisfor senior management and regulatory bodies
Requirements:
Postgraduate degree in a quantitative field such as Mathematics, Physics, Statistics, Data Science, or Engineering
Strong knowledge and experience in market risk modeling, derivatives pricing, exotic products, risk management practices, and financial regulations (Basel 2.5, Basel 3)
Proficiency in statistical techniques used in Financial Engineering , such as Principal Component Analysis (PCA), Parametric Approximations, and Expected Weighted Averages
Ability to interpret and translate regulatory guidelines into technical specifications for implementation, testing, validation, and compliance
Advanced programming skills in Python, VBA, SQL, Unix, and other relevant tools
Strong analytical mindset and problem-solving abilities, with a keen interest in quantitative risk modeling and financial markets
Excellent oral and written communication skills, with the ability to present complex quantitative concepts to diverse stakeholders
PhD or MSc qualification in a relevant field is strongly preferred
Offer:
Private medical care
Co-financing for the sports card
Constant support of dedicated consultant
Employee referral program
Advertisement
Click here to apply and get more details about this job!
It will open in a new tab.