RISK SPECIALIST

About the Role

• This is your opportunity to be at the heart of one of Europe's most innovative structured products firms.
• The successful candidate will report to the Head of Independent Price Verification (IPV) in Zurich and serve as his deputy.
• Collaborate with colleagues from the front and second lines across multiple business units.
• Our team is made up of passionate and dedicated risk managers who are eager to learn, support each other, and strive for excellence.
• We foster an environment where we challenge each other constructively, exchange ideas and concerns freely, and maintain a positive, enjoyable work environment.
• At LeonteQ, we are a leading player in the financial industry, renowned for our innovative approach to structured products dealing with equities, commodities, precious metals, FX, crypto assets, rates, fixed income, credit and equities.

What You'll Do

• Report to the Head of Independent Price Verification (IPV) in Zurich and serve as his deputy.
• Verify the daily prices and valuations of complex financial instruments across all major asset classes.
• Review and further develop the IPV methodology and framework to align with industry best-practices.
• Work with and contribute to specific projects, working groups, developments, improvements, and further automation of the IPV tools and processes in close collaboration with IT.
• Review and test new developments.
• Supervise and train a Junior in the IPV Lisbon team.
• Interact with Internal and External Auditors.
• Collaborate closely with Trading, Treasury, Middle Office, IT, Accounting and Project Management.
• Perform ad-hoc analysis on various risk and valuation related topics.
• Perform quality checks to ensure integrity of bookings and trade capture.

What You'll Need

• Master or Ph.D. in Finance, Financial Engineering, or a quantitative discipline.
• Minimum of 5-7 years of professional experience in Valuation Control, Product Control, Risk Management, Client services or related field.
• Strong quantitative and analytical skills.
• Practical knowledge of the EU Product Valuation (PruVal) framework is preferred.
• Technical knowledge of Derivatives and Exotics in particular.
• Understanding of risk processes.
• Interpersonal skills (internal and external communications and collaboration, high standards for results-oriented with a team player attitude, good organizational skills with a highly driven personality).
• Attention to details.
• Good written and verbal communication in English.

Nice to Have

• Experience with Bloomberg, Reuters.
• Good Python, VBA, Excel and databases (SQL).