Graduate in Risk (Market Risk and Stress Testing)

Job description

About the role

At Leonteq, we are a leading player in the financial industry, known for our innovative approaches, commitment to excellence, and entrepreneurial spirit. Our organizational values of "people together," passion, dedication, quality, and expertise are our guiding stars.

What you will do

• Monitoring and analysis of the development and impact of market stress scenarios
• Daily analysis of market risks and preparation of reports on various asset classes
• Analysis of portfolio dynamics and position-related sensitivities
• Tracking exposure levels against established limits and alerting in case of significant movements
• Support in validating stress scenarios and reviewing calculation methods
• Contribution to regression testing for new development versions
• Conducting P&L explanations and researching drivers behind daily changes
• Execution of ad hoc simulations and portfolio sensitivity analyses
• Collaboration with cross-functional teams, including trading, credit and liquidity risk, middle office, and IT development
• Participation in ongoing initiatives and risk methodology projects within the market risk function

training structure

• Derivatives: Multi-asset, Greeks, hedging techniques
• Structured products: Use, presentation, risks
• Systems: Sophis, Bloomberg, Refinitiv, Morningsar
• analytical techniques
• Risk control framework – market, credit, liquidity, and operational risk
• Risk methodology techniques – stress tests
• Process and control design and analysis

Requirements

• Master's, PhD, or MBA degree in financial engineering, quantitative finance, mathematics, physics, or a similar quantitative discipline
• Strong analytical approach and attention to detail
• Proficiency in MS Office, especially Excel (VBA a plus)
• Programming experience preferred (Python, R)
• Familiarity with databases (Access or SQL) is an advantage; training provided if necessary
• Strong communication skills and proactive cooperation style
• Fluent English, written and spoken

Why you will love working here

• Two intensive one-week off-site training classes focusing on key aspects of early career development
• After successfully completing the twelve-month graduate program, we plan to offer you permanent full-time employment that will position you for a successful career.
• Opportunities to gain insight into all departments in order to understand and build expertise in the mechanics of the structured investment product value chain
• Modern offices in an exceptional location
• Opportunity to work from home