The ALM Model Development department is an international team of highly qualified professionals developing and managing market risk models
Job Summary
The ALM Model Development department is an international team of highly qualified professionals developing and managing market risk models.
Your responsibilities include model implementation and development of tools using Python, performing quantitative analysis, and assessing model performance.
As a specialist in ALM modelling, you will gain further experience using state-of-the-art modelling methods, tooling, and data processing technologies.
Matching Summary
The ALM Model Development department is an international team of highly qualified professionals developing and managing market risk models.
Salary
13000 - 21000 PLN gross
Skills & Requirements
Must-have
Interest rate risk measures knowledge
Banking book interest rate risk modelling
Statistical modelling and econometric methods
Statistical programming Python R
Model implementation and development tools
Nice-to-have
Behavioural models development validation
Advanced statistical techniques Monte Carlo
Databases data modelling data preparation
Scrum and Agile Way of Work
Key Requirements
Academic degree in quantitative field
Experience with statistical programming
Experience with model development implementation validation