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Lead Quant Analyst

Python, risk management, finance, CoE, hybrid work

Your new company

Do you have analytical mind and like to solve quantitative problems? Can you extract statistical insights from the data? Would you like to work in an international and supportive environment, and to learn industry best practices in one of the world’s largest banks? Well, then your best match could be the Model Risk Management Team!
This opportunity is ideal for a result-oriented professional with a solid background in the financial industry seeking career advancement in quantitative finance.

Your new role

The Lead Quant Analyst will be responsible for delivery of infrastructure and reporting capability used across all geographies, business and functions to support the effective management of model risk.
You will:
  • Develop the Python codes’ library that would be used to create statistical analyses and tests required to assess the quality and performance of the Credit and Market Risk models used within the Bank (with a particular emphasis on Wholesale Credit Risk PD/LGD/EAD Models).
  • Critical assessment of the statistical tests that are to be incorporated in the library.
  • Preparing the Unit tests and Integration tests necessary to efficiently manage those libraries.
  • Improving existing codes and report creation tools.
  • Support the enhancements to data flows across systems used in the bank and processes to drive efficiency across the model life cycle.
  • Suggest enhancements to processes and reporting to drive efficiency across the model life cycle.

What you'll need to succeed

  • Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.
  • Significant knowledge and experience with Python its main libraries used for data analytics & visualisation (e.g. pandas, scikit-learn, flask, nltk) and should be able to create Python libraries.
  • Strong understanding of model development or model risk management processes
  • Experience with automation projects (e.g. automating the monitoring & validation of credit risk models).
  • Experience to be able to identify and implement process improvements.
  • Ability to understand complex data and resolve issues in the process of building analytic tools to support users.
  • An innovative thinker who understands latest ways of working and can apply these in a flexible way.
  • Proficiency in NLP and ability to work with unstructured data

What you'll get in return

  • Competitive salary
  • Annual performance-based bonus
  • Private medical care
  • Life insurance
  • One-time reimbursement of home office set-up (up to 800 PLN).

What you need to do now


If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.



Hays Poland sp. z o.o. is an employment agency registered in a registry kept by Marshal of the Mazowieckie Voivodeship under the number 361.


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podsumowanie

Rodzaj pracy
Stała
Branża/Sektor
Bankowość & Usługi Finansowe
Lokalizacja
Kraków
Obszar specjalizacji
Data & Advanced Analytics
Nr ref.:
1191291

Skontaktuj się z konsultantem

Skontaktuj się Karol Kopycinski, Konsultant odpowiedzialny za tę rekrutację, znajduje się Warszawa
Hays, ul. Marszałkowska 126/134

Telefon: 722022753

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