NatWest Markets logo

Quantitative Analyst

Ref: R-00102913
Warszawa, Poland | Full Time | Permanent | Control, Oversight & Assurance
Posted 9 days ago. Closing date for applications: 30/03/2020

Join us as a Quantitative Analyst

  • In this role, you’ll develop and maintain compliant and fit-for-purpose models used in the bank’s risk frameworks
  • You’ll deliver analytics for the development of new and enhanced approaches in support of improved business and customer outcomes
  • Hone your risk and data analysis skillset and advance your career in this fast paced and varied role with a continuing focus on your personal development

What you'll do

We'll look to you to develop, prototype and maintain market risk models and related analytics, making sure the models meet new business and regulatory requirements

You’ll also be:

  • Providing well documented models that meet our standards and requirements
  • Delivering clear and well presented analysis
  • Working effectively with other risk functions, the customer franchises and broader functions so that the model suite is integrated with other activities to ensure an effective and efficient delivery

The skills you'll need

To be successful in this role, you’ll need experience of working in a modelling function or a related quantitative function, part of which being in a banking environment. You’ll also need to be educated to a degree level in a numerate discipline, with experience in data driven analysis and statistical or mathematical modelling.

As well as the ability to translate complex and statistical techniques into simple, easily understood concepts, you’ll also demonstrate experience in the development and practical application of risk models, including scoring and model monitoring.

You’ll also bring:

  • Experience of using programming languages, such as Python and C#
  • Knowledge of modelling risk factor dynamics and derivative pricing, across several asset classes, including rate, currency and credit
  • Familiarity with concepts of risk metrics such as PnLs, VaRs, RNIVs and CVA
  • Knowledge of databases, risk systems and the interface with other banking systems