Business Analyst

Scalo is engaged in projects related to the banking industry, focusing on collateral management and quantitative model building and validation.

• At least 5 years of experience as an analyst
• Practical knowledge of collateral management and building and validating quantitative models (predictive and risk models, e.g., VaR)
• Good knowledge of time series analysis and market data
• Very good knowledge of statistics and probability theory
• Very good knowledge of Python (Pandas, NumPy, scikit-learn), including model calibration, backtesting, and model quality assessment
• Experience working with SQL and large datasets
• Experience in finance (risk management, trading, portfolio management, treasury)
• Knowledge of machine learning methods and tools such as TensorFlow and/or PyTorch
• Experience with Bloomberg and/or Calypso is an additional advantage

• Participation in projects related to the banking industry
• Designing solutions in the area of collateral management
• Building and validating quantitative models
• Analyzing time series and market data
• Collaborating with other team members on a newly developed system
• Working in a hybrid model with office presence once every 2-3 weeks in selected locations (Warsaw/Poznań/Wrocław)