4 дня назад
Quantitative Analyst VP (Banking Risk/Python)
1 900 000 - 2 500 000CZK
Мэтч & Сопровод
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Описание вакансии
Текст:
TL;DR
Quantitative Analyst VP (Banking Risk/Python): Developing and implementing quantitative, statistical, and machine learning models for Treasury, ALM, liquidity risk, customer behaviour, and market risk with an accent on Python engineering, model governance, and regulatory compliance. Focus on designing high-performing analytical solutions, operationalising well-tested software, and solving complex stakeholder, data quality, and model validation challenges.
Location: Office-based in Prague, Czechia
Salary: 1,900,000–2,500,000 CZK annual full-time equivalent base salary
Company
is a banking and financial services organisation developing quantitative solutions for risk management, Treasury, and business decision-making.
What you will do
- Design analytics and modelling solutions for complex business problems across Treasury, ALM, liquidity risk, customer behaviour, and market risk.
- Develop, implement, and support mathematical, statistical, and machine learning models used in business decision-making.
- Build high-performing, documented, stable, and well-tested analytical software and work with Technology to operationalise it.
- Collaborate with Risk, Treasury, Business, and Technology stakeholders to define dependencies, delivery plans, and strategic solutions.
- Demonstrate model efficacy to business users and independent validation teams while supporting ongoing model effectiveness.
- Maintain compliance with Enterprise Risk Management Policies, Model Risk Policy, and the defined control environment.
Requirements
- Experience developing and applying quantitative models in Treasury, ALM, liquidity risk, customer behaviour, or market risk.
- Extensive Python development experience, including data processing with pandas, polars, or similar tools.
- Experience handling computational complexity through multiprocessing, caching, or comparable techniques.
- Understanding of software architecture, databases, shared codebase practices, and in-house modelling software development costs.
- Strong stakeholder management and communication skills across global Risk, Business, and Technology teams.
- Ability to translate business requirements into delivery plans, manage dependencies, and drive outcomes in complex environments.
Nice to have
- Experience with retail and wholesale lending, deposits, Treasury, or financial markets portfolios.
- Knowledge of LCR, NSFR, NII Sensitivity, EVE, VaR, and tail risk methodologies.
- Experience addressing data quality, governance, and integrity challenges in large financial datasets.
- Experience with model documentation, Model Validation, Internal Audit, or regulatory review processes.
Culture & Benefits
- Collaborative environment involving Risk, Treasury, Business, and Technology functions.
- Opportunity to influence modelling standards and contribute to advanced quantitative solutions.
- Country-specific employee benefits.
- Eligibility for an incentive award.
- Work is performed from the Prague office.
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