Traded Risk @ Antal Sp. z.o.o. in Antal Sp.z.o.o.

What we offer:

• Stable work in a professional team
• Interesting career path in an international organization
• Consistent scope responsibilities
• Private healthcare and employee benefits
• Being part of a team directly involved in risk modeling applied to the trading book of one of the largest banks in the world

Description of the recruitment process:

• Application review and initial selection
• Telephone interview: Short interview over the phone
• Verification with client: Assessment of qualifications and fit to the team
• Job interview: Detailed job interview
• Offer: Presenting the job offer to the selected candidate
• Screening: Conducting final verification

• Minimum 4 years of experience in a quantitative position
• Knowledge of key risk measures such as CVA, EPE, PFE
• Minimum Master's degree in mathematics, computer science or engineering
• Excellent understanding of stochastic calculus as used in quantitative finance and knowledge of numerical optimization techniques
• Strong programming skills in C++, Python and Linux. Experience with: Apache Beam, GCP, MKL, Protobuf, CMake, Jenkins, Docker or similar preferred
• Open and effective communication skills, ability and flexibility to work in an international team
• Ability to perform data analysis tasks under time stress (hours)
• Good work organization, ability to manage multiple tasks simultaneously

What we offer:

• Stable work in a professional team
• Interesting career path in an international organization
• Consistent scope of responsibilities
• Private health care and employee benefits
• Being part of a team directly involved in risk modeling applied to the trading book of one of the largest banks in the world

Description of the recruitment process:

• Application review and initial selection
• Telephone interview: Short job interview over the phone
• Customer verification: Assessment of qualifications and fit to the team
• Job interview : Detailed job interview
• Offer: Presenting the job offer to the selected candidate
• Screening: Conducting final verification
,[Development of a library of inter-active tools for calibration, simulation, valuation, aggregation and sensitivity calculation, Assessment and validation of model performance using real data, Support in the ongoing maintenance of the CCR/XVA library, Understanding the features, assumptions and limitations of models and proposing approaches to improve them, Identification of target market data , Implementation of improvements in systems and data infrastructure supporting the implementation of CCR&XVA models, Coordination of projects aimed at equalizing methodology and management, Support in the ongoing use of models as part of risk management]
Requirements: C++, Python, Linux, analiza danych, Apache Beam, GCP, MKL, Protobuf, CMake, Jenkins, Docker