Responsibilities:

• Develop counterparty credit risk model;
• Organise model testing
• Prepare statistical analysis on financial data to colleagues and partners
• Test models with risk IT technology
• Develop expertise in counterparty credit risk models and relationships with internal risk management, support the further development of risk analytics framework.
• Support for regulatory capital model approvals and related risk management processes

 Requirements:

• Fluent English (min C1)
• Min. 2 years of work experience in similar field
• Educational background in: quantitative field, physics, mathematics, economic
• Knowledge of programming Python/C/C++ 
• Analytical and mathematical skills

Our offer:

• Professional trainings;
• Group Insurance
• Private, medical coverage;
• Benefits system (Multisport, Cinema/Theatres/Restaurant/ vouchers);
• Pension program
• Working in multilingual corporate environment