JUNIOR QUANTITATIVE RISK ANALYST

About the position

Junior Quantitative Risk Analyst in Lisbon in the Risk Department (100%).

Tasks

• Validation of valuation models and regulatory models, including testing and documentation efforts
• Analysis of the conceptual aspects of models and their implementation, data sources, and best market practices
• Review and Approval of Price Library Publications
• Contributions to Leonteq's Model Risk Framework
• Contribute to automation and efficiency by identifying opportunities to improve reporting and analytics systems and by working closely with IT departments
• Maintenance of controlled and documented processes
• Review of pricing scripts for special transactions and approval of such transactions
• Independent review of prices and model parameters

Requirements

• Degree with a strong quantitative background (physics, mathematics, computer science, financial mathematics, etc.)
• Understanding Derivatives and Financial Markets
• Preference given to candidates with knowledge of quantitative financial mathematics and stochastic calculus
• Willingness to analyze problems and work with a high degree of precision
• Ability to learn new concepts and tools
• A results-oriented team player with strong interpersonal skills (communication, collaboration, customer focus)

Nice to Have

• Previous work experience
• Relevant experience in the banking/insurance industry
• Familiarity with programming (Python, VBA, SQL)

We offer

• Experience the dynamics of a leading fintech company
• Opportunity to collaborate with subject matter experts and learn directly from them
• Working in modern facilities at an exceptional location
• Hybrid work model: 3 days in the office and 2 days working from home