Operational Risk Modeller (Junior/Regular/Senior)
Miejsce pracy: Warszawa
We are looking for you if:
- you have Master/PhD degree in mathematics, financial engineering, engineering, physics, computer science or highly quantitative economic degree
- you have very good English skills - C1
- you have experience in statistics (statistical reasoning, distribution fitting, extreme value theory, Bayesian statistics, copulas)
- you have experience in reviewing/developing/validating risk models
- you have R and/or Python programming skills
Youll get extra points for
- Experience in operational risk modelling/measurement/management
- FRM/PRM certificate
- SAS programming skills
Additional skills
- Ability to present results to the team in an organized way
- Ability to draw clear and meaningful conclusions from analyses
- Willingness to learn
- Willingness to travel from time to time
- Teamwork spirit
Information about the squad
Operational Risk Modelling team is developing and maintaining quantitative models for operational risk assessment. The team is working in Scrum framework and closely cooperates with risk management units located in Amsterdam.
- contract of employment
type of contract - 8:00 - 16:00
work hours - Zajęcza 4, Warszawa
this is the location of our office
Working per task
25%- Development & improvement of risk measurement methodology
25%- Write technical reports documenting the quantitative analyses performed
25%- Develop and maintain tools, programming libraries
25%- Providing advice to risk managers
Your development
- professional development
- certificates and knowledge development
- training budget
- access to the newest technologies
- international projects
- free English courses
- provate medical care
- 50% funded Multisport Card
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations
- kitchen
