Our client is an award-winning global player offering leading currency solutions for both retail and corporate organizations, from a tech start-up to global corporations. Founded in 1996, the company became first to share exchange rate information on the internet free of charge and in 2001, they have launched a trading platform that helped pioneer the development of online-based trading around the world, enabling forex and CFD investors the ability to trade the financial markets.
We are happy to assist them in opening a new center in Krakow and to help them find their first hires for the Financial Risk Management team.
Employment type: employment contract ("umowa o pracę")
Salary: up to 18 000 PLN gross
Reporting to: Head of Financial Risk
The team provides oversight of market, liquidity and credit risk along with any other financial risks that may arise. The work of the team includes:
Developing, computing and maintaining records of financial risk measures
Setting limits on financial risk measures in line with the firm's risk appetite
Envisaging and computing timely scenario analyses
Communicating the results of scenario analyses to relevant business units and the boar
The person hired will work closely with all aspects of a large data set. Key activities will be working with the Head of Financial Risk to develop sophisticated measures to manage counterparty credit risk and understanding in detail how client behavior varies between quiet and volatile markets.
We’re looking for candidates with:
5+ years of experience as a Data Scientist, preferably in financial companies
Ability to write code, preferably in Python (pandas, NumPy) along with working knowledge of R
Experience with large data sets (Spark is a plus)
Able to write both utility scripts for handling and investigating data along with clear and explicable prototypes to demonstrate requirements to developers
Excellent communication skills and ability to explain technical information to a non-technical audience
Master's degree in an equivalent area (Mathematics, Statistics, Computer Science, etc.). Ph.D. is preferable.
Bonus points for:
Experience with kdb+
Experience with cloud environment (AWS or/and Azure)
Working knowledge of BigQuery
Interest in finance area (trading, forex, funds, etc)
Knowledge of quantitative finance and risk management practices
Benefits in the offer:
Compensation package in line with the market including an annual performance bonus opportunity
Competitive benefits package, including health care, gym pass, life insurance
Spacious and modern office space in the Zabłocie area
Plenty of snacks, fruits and tasty coffee to make your days at the office more pleasant
