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Junior Market Risk Analyst (M/F)


31.01.2019 | Lisboa | Referência: 1974996




A Experis recruta:

Junior Market Risk Analyst(m/f)

Descrição da empresa:
Experis is currently working for a multinational investment bank that is centralizing services in Lisbon. We are looking for dynamic and motivated candidates with high interest in financial markets and knowledge in financial derivatives.

Local de trabalho:


Descrição de funções:

Review, from counterparty risk point of view, any non-vanilla transactions, passing anything requiring a transaction approval committee to the relevant team;
Propose systems enhancements for counterparty risk monitoring;
Produce and/or monitor main regulatory/economic liquidity risk indicators and global portfolio of collateral;
Maintain overrides for exotic counterparty exposures in sustems;
Contribute to the risk management tasks of the CFR team, such as daily limit monitoring, reporting to senior management, stress testing, counterparty risk analysis, etc.;
Contribute to the continuous improvement of tools in use within CFR, keeping consistency in mind;
Contribute to ad-hoc projects, such as ad-hoc stress testing or investigating the impact of new regulation for the bank;
Continuously challenge existing practices when better solutions might be available - this can include making use of new technologies or machine learning techniques.


Solid quantitative background with 1-5 years of previous experience in a technical role (e.g. through market risk or counterparty risk);
Excellent knowledge of derivatives instruments and associated risk drivers;
Experience with simulation models (Monte-Carlo, interest rate, FX models, etc.). is a plus;
Ability to react quickly but precisely in high pressure trading situations with Front Office interactions;
Strong communication skills, both written and verbal;
Solid technical skills (VBA, Python and/or R).




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