Requirements: English
Company: emagine Polska
Region: Wroclaw , Lower Silesian Voivodeship
Localization:Cracow or fully remote
Industry: Banking
Type of the contract:Full-time project, long-term, B2B contract
Quant Analyst - Counterparty Credit Risk
emagine is seeking talented freelance Quant Analysts to join our team. As a Quant Analyst, you will play a vital role in supporting regulatory-driven programs, focusing on the development of risk models and conducting complex data analysis pertinent to credit exposure metrics.
Successful candidates will have a strong foundation in mathematics, finance, and programming.
Main Responsibilities:
Model Development:Design and implement models calculating credit exposure metrics like Potential Future Exposure (PFE), Expected Positive Exposure (EPE), and Credit Valuation Adjustment (CVA).
Conduct risk analysis of complex financial products.
Perform stress testing and scenario analysis under various market conditions.
Gather and analyze large datasets for risk insights.
Ensure compliance with regulatory model requirements.
Key Requirements:
Proven experience as a Quant Analyst with model development expertise.
Strong understanding of Counterparty Credit Risk.
Experience in Stress Testing methodologies.
Proficiency in programming languages such as Python, C++, or R.
Solid grasp of Market Risk concepts.
Nice to Have:
Experience in financial derivatives analysis.
Strong communication skills for stakeholder interaction.