Quantitative Analyst

• Develop and maintain Lombard Lending models for both banking and trading book in line with regulatory requirements and models used for internal monitoring used by the Credit Officers
• Develop prototype codes that will be used in productive systems
• Interact with Risk and Finance expert functions as well as business representatives across the globe to deliver efficient and regulatory compliant solutions
• Support various stakeholder requests

• Experience in the quantitative modelling space or the ability to quickly learn and adapt to the demand of this function
• A sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes
• Strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
• Experience within the finance sector, ideally utilizing stochastic calculus is a plus
• Previous exposure to derivative pricing models (preferably across a range of asset classes) is a plus
• Good IT skills in Python or R. C/C#/C++ is a plus 
• Capable of documenting model development in a clear way
• Self-driven, organized and detail-oriented with a solid understanding of banking industry
• MS or PhD degree or equivalent in mathematics, statistics, physics, computer science or engineering

• A quick recruitment process.
• Standard benefits including preferential rates for LuxMed, Multisport, and life insurance packages.
• The chance for long-term cooperation on projects for top players in numerous sectors.
• Opportunities for future assignments with other leading clients through Hays.

• Your CV will be verified by a Hays Recruiter.
• The recruiter will contact you by phone - a 15-minute conversation about the project and your experience.
• Meeting with the client - 1-2 stages.
• Offer.
• Welcome to the project!

Hays Poland sp. z o.o. is an employment agency registered in a registry kept by Marshal of the Mazowieckie Voivodeship under the number 361.