4 дня назад
Quantitative Analyst AVP (Financial Risk)
1 000 000 - 1 690 000CZK
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Analyst AVP (Financial Risk/Python): Designing, developing, and implementing quantitative models and analytics for Treasury, ALM, liquidity risk, customer behaviour, and market risk with an accent on statistical analysis, Python development, and model governance. Focus on building well-tested analytical software, processing complex datasets, documenting models, and supporting validation and regulatory risk management.
Location: Based in the office in Prague, Czechia
Salary: 1,000,000–1,690,000 CZK annual full-time equivalent base salary
Company
is a global financial institution providing banking and financial services.
What you will do
- Design, develop, implement, and support mathematical, statistical, and machine learning models for business decision-making.
- Develop quantitative analytics for Treasury, Asset & Liability Management, liquidity risk, customer behaviour, and market risk.
- Build high-performing, documented modelling solutions and demonstrate their effectiveness to business users and independent validation teams.
- Implement models in accurate, stable, well-tested software and collaborate with Technology on data, development environments, and operationalisation.
- Analyse complex datasets and provide ongoing support for the effectiveness of analytical solutions.
- Maintain compliance with Enterprise Risk Management and Model Risk policies.
Requirements
- Experience in quantitative statistical analysis within Treasury, ALM, liquidity risk, customer behaviour, or market risk.
- Excellent Python development skills, including data processing with pandas, polars, or similar libraries.
- Experience with shared codebases, source control, automated testing, and continuous integration.
- Strong communication, organisation, stakeholder management, and structured delivery skills.
- Ability to work with complex datasets, databases, data sourcing processes, software architecture, and data quality considerations.
- Ability to work onsite in Prague, Czechia.
Nice to have
- Exposure to retail or wholesale lending, deposits, Treasury activities, or financial markets.
- Knowledge of NII Sensitivity, EVE, VaR, LCR, NSFR, pricing models, interest rate risk, liquidity risk, or tail risk.
- Experience creating model documentation and working with Model Validation, Internal Audit, or regulatory governance processes.
Culture & Benefits
- Collaboration with quantitative analysts, risk professionals, and Technology teams.
- Work on complex analytical challenges within a global financial institution.
- Country-specific employee benefits are available.
- Eligibility for an incentive award.
- Work is governed by Values of Respect, Integrity, Service, Excellence, and Stewardship.
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