Quantitative analyst állások, munkák

• participate in various risk management and quantitative modeling projects, such as:
• - independent valuation of derivative and complex financial products,
• - validation and audit of valuation models,
• - development, validation and audit of market, liquidity and interest rate risk approaches and models,

• participate in various risk management and quantitative risk modeling projects for banking and other sectors
• participate in model validation projects for a wide variety of risk models
• support audit teams as a quantitative expert during the validation of IFRS 9 ECL models

Quantitative Analytics & Risk About LANCRY Natural Capital LANCRY Natural Capital is an investment advisory platform dedicated to building resilient and regenerative agricultural value chains. We partner with institutional investors, local operators, and corporate offtakers to deploy long-term...

Understanding implementation of Fixed Income Derivative Pricing Models written in C++ including yield curve, inflation, FX and volatility derivative models Quantitative modeling involving analysis of model output and time-series to define correctness criteria and thresholding measured daily...

• Supporting the development and improvement of tools to quantify credit risk, analysing its results and proposing appropriate measures
• Supporting projects related to credit risk quantification, including data infrastructure and quality