Your responsibilities

• Undertake model validation and testing activities as dictated by the Global Model Risk Policy including the assessment of model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory and the suitability of the use for its intended purpose, relevance and completeness of data, qualitative information and judgements, documentation, and implementation of the model.
• Provide written reports detailing the results of validations highlighting issues identified during the validation.
• Communicate technical model related information and results to Model Owners and Model Users through the course of a validation.
• Contribute to management, regulatory, and external confidence in all models used across the group.

Our requirements

• Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics, Engineering or Physics supported by general knowledge of the financial markets.
• Knowledge of Stochastic Calculus, Probability Theory, Statistics, Financial Mathematics.
• Basic knowledge of financial products/derivatives and risks associated to them.
• Basic comprehension of curve construction models and numerical techniques (Finite Difference Methods, Monte Carlo methods, etc.)
• Basic experience with at least one of statistical modelling software / programming language, preferably Python, R, MATLAB, C++.
• Some experience in model validation, model development and/or quantitative research is beneficial.

What we offer

• Competitive salary

• Annual performance-based bonus

• Additional bonuses for recognition awards

• Multisport card

• Private medical care

• Life insurance

• One-time reimbursement of home office set-up (up to 800 PLN)

• Corporate parties & events

• CSR initiatives

• Nursery discounts

• Financial support with trainings and education

• Social fund

• Flexible working hours

• Free parking