Company description:

HRO Digital is a specialist traditional recruitment business. HRO Digital is a brand of Verita HR Polska.
Verita HR Polska is a Human Resources service provider operating under number 5694.
We are working as a recruitment provider searching on our Client's behalf for a person in the following role:

Traded Risk Manager

Responsibilities:

• Evaluate and verify model performance through the utilization of real-world data.
• Contribute to the continuous upkeep of the CCR/XVA library.
• Comprehend the characteristics, assumptions, and constraints of the models, suggest improvement strategies, identify relevant market data, and implement enhancements.
• Engage in projects related to the creation of new models and computational tools.
• Aid in the continual application of the models within a standard risk management framework during regular business operations.

Requirements:

• Comprehensive knowledge of Stochastic Calculus as applied to quantitative finance and proficiency in numerical optimization techniques.
• Proficient in Python or C++ development, with a willingness to learn additional languages. Demonstrates a passion for profiling, refactoring, and optimizing code, and follows a Test-Driven Development approach.
• Possesses an open personality, effective communication skills, and the ability to work collaboratively in an international team.
• Capable of writing clear and comprehensible documents.

The offer:

• Prestigious position at one of the world's largest banks
• Competitive salary with employment contract (Umowa o pracę)
• Hybride work from office in Cracow preffered (2 days in office weekly), remote Candidates are also welcomed (you have to be based in Poland)
• Personal growth and development opportunities within the organization
• Ownership and accountability for your work
• Comprehensive private healthcare coverage and multisport card
• Collaborating with friendly teams in a people-focused environment
• Referral program and company events
• Convenient parking, amenities like relaxation and game rooms, bicycle racks and showers for cyclists