JUNIOR QUANTITATIVE RISK ANALYST

Tasks

- Validation of valuation models and regulatory models, including testing and documentation efforts - Evaluation of the conceptual aspects of models and their implementation, data sources, and best market practices - Review and approval of price library releases - Contributions to Leonteq’s model risk framework - Contributing to automation and efficiency by identifying opportunities to improve reporting and analytics systems and working closely with IT departments - Maintaining controlled and documented processes - Reviewing pricing scripts for special transactions and approving such trades - Independent verification of pricing and model parameters

Requirements

- Degree with a strong quantitative background (physics, mathematics, computer science, financial mathematics, etc.) - Understanding of derivatives and financial markets - Preferably 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 - Results-oriented team player with strong interpersonal skills (communication, collaboration, customer focus)

Nice to Have

- Previous professional experience - Relevant experience in the banking or insurance industry - Familiarity with programming (Python, VBA, SQL)

We offer

- Experience the dynamic environment of a leading fintech company - Opportunity to work with subject matter experts and learn directly from them - Work in modern facilities in an exceptional location - Hybrid work model: 3 days in the office and 2 days working from home