Consultant, Quantitative Model Developer - Financial Risk Team
Consultant, Quantitative Model Developer - Financial Risk Team
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Salary Not Disclosed
1 Vacancy
Job Description
Join us in applying advanced quantitative methods to the area of financial risk.We keep up with the latest technologies approaches and hot topics. Our clients are mainly banks insurance companies and funds both in the Czech Republic and our new colleague youwill support us in quantitative projects (typically model development or validation) in the areas of either Credit or MarketRisk. We also support our clients with the implementation of the latest approaches (FRTB SA-CCR IRB) methodologies and regulations.
Your role
Your role would be to participate in our projects related to quantitative risk management for top tier-I global clients and local regional clients. The specific project role would be agreed based on your experience and your skill sets.
On theCredit Riskside we are involved for example in IRB modelling implementation of new regulatory aspects IFRS 9 models. We alsoextend models and processes to capture new types of risk like the Environmental Social and Governance Risk or industry-specificones.
On theMarket Riskside the projects involve the fundamental review of the trading book (FRTB) initiatives counterparty credit risk projects validation initiatives of front-office pricing models and other related topics.
What is important for us
- Experience in the area of quantitative financial risk management either from your studies or practical work experience
- Knowledge or interest in at least one of the topicsrelevant for our current projects. Moreover we seek the willingness to better understand / master the topics
- A university degreefocused on mathematics (ideally in the realm of Quantitative Finance Statistics or Applied Stochastic Analysis) data analytics or econometrics
- Perfect knowledge of English Czech/Slovak might be useful but not necessary
- Practical experience with at least one of the following(experience from school projects is enough): R (e.g. Shiny)Python (e.g. Pandas / NumPy / Scikit learn) exposure to Jupyter notebooks Object oriented programming or SQL
What we offer
We offer starting salary based on your level of experience plus three times per year there is a bonus if everything goes well. Additionally we provide quite a range of benefits:
- Time off:6 weeks of paid leave
- Refer a friend program:Earnup to70000 CZK for referring anew colleague.
- Benefit points:30 000 CZK per year in Cafeteria that you can spend as you wish (Multisport card relaxation travelling education etc.).
- Professional development:You will continuously learn and develop your skills with us. We offer aunique professional development program and awide range of courses through our learning map. You will have unlimited access to platforms such as or you can use our language courses. Our colleagues will provide support in the form of counseling and internal coaching. And you can also go through various external trainings and certifications.
- Employee discounts:Enjoy discounted offers on awide range of services. Discounts are available at Fruitisimo Sushi Time and the BodyBody fitness center amongst others.
- Healthcare:Gain access tofast and convenient online consulting at from qualified doctors.
- Teamwork and fun:With us its not just about work but also about fun and team cooperation. We frequently organize team events such as dinner or bowling alongside company parties and other great events that strengthen our team atmosphere. You can also participate in various CSR activities.
Required Experience:
Contract
Employment Type
Full Time
