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.