Quantitative Analyst in Warszawa | NatWest Group Careers
Join us as a Quantitative Analyst
What you'll do
- 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 and performance MI relating to these models, and 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
As a Quantitative Analyst, you'll be testing and analysing the performance of all models across Market Risk, comparing model with empirical market behaviour. You'll be understanding, critiquing and challenging existing models, as well as proposing new methods to asses their strengths.
We'll look to you to support regulatory engagement in relation to risk models and model frameworks, as well as managing and developing highly technically skilled colleagues, including coaching on model and methodology, best practices definition, the delivery of senior management ready material and subject matter expert engagement.
On top of this, you'll be:
The skills you'll need
- Developing and maintaining effective statistical risk models and related analytics
- Providing well documented models that meet our standards and requirements
- Delivering all milestones to within agreed dates, budget and quality standards
- Delivering clear and well presented analysis
- Providing actionable management information on all aspects of model performance
- 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
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 mathematics or mathematical science, and a research degree, a PhD or equivalent would be a strong advantage.
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:
- A background in risk systems, methodologies and processes in a banking environment
- Experience of using programming languages, ideally on large datasets in a mainframe or server environment
- A proven ability to plan and organise your own workload to deliver in a challenging environment
- An understanding of statistical techniques, credit reference data, and system toolsets, including how they are applied appropriately for the benefit of the organisation and its customers
- Knowledge of databases, risk systems and the interface with other banking systems