Job offer
QUANTITATIVE RISK ANALYST
The Quantitative Risk Analyst is responsible for the validation of valuation models and regulatory models and works closely with other departments to minimize model risks. The position offers the opportunity to work in a leading fintech company and learn from experts.
Job description
About the role
Model risk ist das Risiko von finanziellen Verlusten aufgrund unangemessener Modellannahmen oder unzureichender Modellnutzung.
In Leonteqs Geschäft können erhebliche Modellrisiken entstehen, wenn Modelle zur Bewertung von Finanzpapieren und zur Berechnung von Hedge-Ratios oder wenn Modelle zur Erfüllung regulatorischer Anforderungen verwendet werden.
In dieser umfassenden Rolle werden Sie eine breite Palette von Aktivitäten und Wissensbereichen abdecken, da Sie an Aspekten der Modellvalidierung in enger Zusammenarbeit mit anderen Mitgliedern der Risk Control und Abteilungen außerhalb der Risk Control, wie Quantitative Analytics, Trading und Structuring, beteiligt sein werden.
What you will do
- Validation of assessment models and regulatory models, including testing and documentation efforts
- Evaluation of conceptual aspects of the models and their implementation, data sources and best market practices
- Review and approval of price library versions
- 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
- Maintenance of controlled and documented processes
- Überprüfung von Handelsquellen für spezielle Transaktionen und Genehmigung solcher Geschäfte
- Independent price and model parameter verification
What you need
- Degree with a strong quantitative background (physics, mathematics, computer science, financial mathematics, etc.)
- Understanding of derivatives and financial markets
- Bevorzugt: Kenntnisse in quantitativer Finanzierung und stochastischer Kalkül
- Willingness to analyze problems and work with considerable accuracy
- Ability to learn new concepts and tools
- Results-oriented team player with strong interpersonal skills (communication, collaboration, customer focus)
Nice to have
- Relevant experience in a banking or insurance environment
- Familiarity with programming (Python, VBA, SQL)
Why you will love working here
- Erfahren Sie die Dynamik eines führenden Fintech-Unternehmens
- Opportunity to work with and learn directly from subject matter experts
- Work in modern facilities at an exceptional location
Working conditions
Hybrid working system: 3 days in the office and 2 days working from home
Job details
