Quant Intern in Risk Services Team

Job description

Job description

Global

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Quant Intern in Risk Services Team

Location: Warszawa, woj. mazowieckie, Poland

Firm Service: Enterprise Risk Services

Reference Code: 99470

Type of Position: Full-time

Job Description

Deloitte’s Risk Consulting help client manage risk by applying advanced models and financial engineering. Deloitte professionals provide a broad array of services that allow clients to better measure, manage and control risk to enhance the reliability of systems and processes throughout the enterprise.

We are looking for individuals interested to work in Financial Service Industry (FSI). FSI helps financial institutions (banks, insurance companies, brokerage houses, investment funds) to understand and manage their financial risks and setup/implement appropriate risk strategies.

We are looking for:

Quant Intern in Risk Services Team

Role overview

Candidate will be able to participate and gain practical experience related with their technical and quantitative skills on projects such as:

·  design, modification and implementation of portfolio models and tools to support analysis of credit risk (e.g migration matrixes, Markov chains and regression analysis);
·  creation, modification and validation of scoring models and credit rating, a review of methodologies and procedures;
·  determining the value of financial instruments (including derivatives) using both simple and complex valuation models;
·  reducing the risk (hedging strategies);
·  regulatory requirements and management systems;
·  operational risk management (e.g.modeling loss distribution);
·  market risk management (e.g. VaR models).

Qualifications

·  student or graduate of Mathematics, Physics, Econometrics, Statistics or other Quantitative studies;
·  very high analytical skills and ability to learn quickly new concepts;
·  interested in quantitative risk measurement methods on financial markets;
·  basics on financial mathematics (e.g.time value of money, discounted cash flow model);
·  basics on statistics and probability (e.g. normal distribution, mean-variance analysis, linear regression);
·  experience and good understanding of Microsoft Excel;
·  working knowledge of written and spoken English;
·  ability to work under time pressure;
·  knowledge of any programming languages (VBA, C++, SAS), statistical programs (R, Statistica, MatLab, Mathematica),querry language (SQL) or any professional experience in risk area in a bank, finance institution or consulting company would be a serious advantage.

We offer

·  exposure to interesting advisory projects;
·  rapid knowledge development thanks to on-the-job trainings related to the area of expertise;
·  opportunity to be a part of global work streams and cross country projects;
·  continuous professional grow and clear career path;
·  participation in various employees sport teams and activities;
·  friendly work atmosphere and staff parties;
·  valuable relations for life: industry network & references from recognized professionals.

We will contact only selected candidates.