Job offer
QUANTITATIVE RISK ANALYST
The Quantitative Risk Analyst supports the validation of valuation models and regulatory models, as well as the development and implementation of the model risk framework. The focus is on the evaluation of models and processes, as well as on cooperation with other departments.
Job description
Position: Quantitative Risk Analyst
- Location: Lisbon - Area: Risk - Working hours: 100%Tasks
- 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 market best 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
- Review of trade tickets for special transactions and approval of such trades
- Independent price and model parameter verification
Requirements
- Degree with a strong quantitative background (physics, mathematics, computer science, financial mathematics, etc.)
- Understanding of derivatives and financial markets
- Preferably knowledge of quantitative finance and stochastic calculus
- 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)
We offer
- Experience in the dynamics of a leading fintech company
- Opportunity to work with and learn directly from subject matter experts
- Work in modern facilities at an exceptional location
- Hybrid working system: 3 days in the office and 2 days working from home
Job details
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