CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Global Investment Bank is looking for highly analytical individual who has 2-4 years' experience in quantitative finance, a good understanding of statistics and linear algebra and experience of development and implementation of statistical risk to join their team in Poland as a Stress Testing Senior Analyst.
The team have global responsibility for model design and management of broad classes of financial and operational risk. This role is a unique opportunity to join a team of quantitative analysts at the world's leading bank with this position providing responsibility for supporting a robust development and maintenance of traded risk stress testing models and methodologies.
Responsibilities: * Assess and validate performance of traded risk stress testing models for CCAR/DFAST/PRA/EBA/ICAAP exercises, with primary focus on CCAR/DFAST * Develop new traded risk stress testing models as required * Understand features, assumptions and limitations of the models and undertake validation work * Identify areas for improvements, automation and enhanced controls * Document enhancements in accordance with the onshore standards * Articulate our stress testing modeling approach to internal and external stakeholders in a non-technical language * Assist in the on-going application of the models in a business-as-usual risk management framework * Assist in internal stress testing exercise
Requirements: * Relevant experience in roles involving quantitative finance * Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finance or related disciplines * Strong analytical skills; any experience in market risk, counterparty credit risk or regulatory stress testing is a plus * Good understanding of statistics and linear algebra * Strong experience with sophisticated tools for numerical analysis e.g. Python (preferred), Matlab, R * Prior experience of development and implementation of statistical risk models is a plus * Good understanding of market risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps) * Professional qualifications such as FRM/PRM/CFA Levels are a plus * Ability to work under pressure and to tight timelines is essential * Competent in the production of information, and the ability to process and analyse large data * Open personality and effective written and oral communication skills in English * Ability to work in a diverse international team