Valuation Model Quantitative Analyst

  • Full Time
  • Kraków
  • Posted 2 months ago



Does complex financial modelling excite you? Are you an innovative thinker? We’re looking for someone who can:
• Review and assess the appropriateness of valuation models and methodologies (the role covers vanilla and exotic products).
• Develop our Python library.
• Support valuation control, front office quants, traders, and other risk control functions

Job Responsibilities:

Based in Krakow, you will be working in the Valuation Methodologies (VM) team in Model Risk Management and Control (MRMC). Our main responsibilities are governance
and control of Independent Price Verification (IPV) Methodologies, Fair Valuation Adjustments, Prudential Valuation Methodologies, Complex Transactions and Totem
Submission Methodologies. Our team interacts daily with other teams within Risk, Front Office (FO) Trading, FO Quantitative Analytics team, and Finance (IPV and Valuation
Control). The position is within the Credit/Securitization VM team. We are based in four locations: London, New York, Krakow, and Shanghai.

Job Requirements:

You have:
• Master or PhD degree in a quantitative discipline (e.g. Quantitative Finance, Mathematics,       Physics, Engineering)
• Strong interest in quantitative finance and financial modelling
• Good programming skills in Python or C++
• Experience in Credit/Securitization an advantage
• Excellent written and verbal communication skills

To apply for this job please visit

Job Overview
Job Location