13,000 - 21,000 pln gross; not specified; not spec...
Interest rate risk measures
Banking book modelling experience
Statistical modelling and econometric methods
The ALM Model Development department is an international team of highly qualified professionals focused on developing and managing market risk models
Job Summary
The ALM Model Development department is an international team of highly qualified professionals focused on developing and managing market risk models.
Your responsibilities will include model implementation, quantitative analysis, improving model methodology, assessing model performance, and technical reporting.
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 focused on developing and managing market risk models.
Salary
13000 - 21000 PLN gross; Not specified; Not specified
Skills & Requirements
Must-have
Interest rate risk measures
Banking book modelling experience
Statistical modelling and econometric methods
Statistical programming Python R
Quantitative analysis
Model implementation and development
Nice-to-have
Behavioural models development
Advanced statistical techniques
Databases data modelling
Scrum and Agile Way of Work
International projects collaboration
Key Requirements
Academic degree in quantitative field
Experience in modelling interest rate risk
Understanding banking and financial market products