Senior Quantitative Analyst  

• Firma emagine Polska - Zobacz więcej ofert
• RegionWarsaw, Masovian Voivodeship, pl

Design, implement, and maintain models for Counterparty Credit Risk (CCR) and Traded Risk, including VaR, Stressed VaR, RNIV, IRC, PFE, EPE, CVA, and Capital Models.
Develop Climate Risk models aligned with Science-Based Targets and sustainability objectives. […]
Validate model assumptions and methodologies, assessing performance and regulatory alignment. […]
Support the integration of climate risk factors into existing credit exposure models and stress-testing frameworks. […]
Develop Python-based tools, libraries, and analytics to enhance model efficiency and risk measurement processes. […]
Work...

4 dni temu od: pl.talent.com