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Junior Quantitative Analyst (M/F)

Experis

31.01.2019 | Lisboa | Referência: 1974998

Experis

  PARTILHAR






  
 


A Experis recruta:

Junior Quantitative 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:

Lisboa

Descrição de funções:

Work in close partnership with other risk teams and stakeholders (systems, reporting, regulatory, Front Office), the successful candidate will contribute to the following areas:
• Participate in methodology projects, gathering and documenting requirements, considering stakeholder interests, regulatory constraints and any potential deficiencies in the current methods exposed by quality assurance processes;
• Investigate, analyze and design risk methods, respecting the aims of accurately capturing risks whilst considering system or other environmental constraints;
• Design, develop and test code changes required to implement the risk methods in the risk systems, whilst assisting the technical teams responsible for optimization and promotion of the code to the production environment;
• Ensure that all methodologies, tools, processes and procedures are documented to a high standard satisfying both internal and regulatory expectations, any methodological changes and corresponding decision of governing bodies are promptly reflected in relevant documentation;
• Contribute to the quality assurance processes surrounding risk measurement including back-testing and the VaR Adequacy (P&L Explain) process; cooperate with the risk model validation teams in the review and approval of risk models;
• Support regulatory interactions, participating in industry working groups and Quantitative Impact Studies (QIS);
• In a transactional or advisory capacity, assist risk managers and Front Office in the prompt, accurate and astute risk assessment of deals, where the standard and systematic methods may not be applicable or appropriate.

Requisitos:

Candidate profile:
• Strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance;
• English fluency;
• Strong interest and familiarity with risk management best practices, financial markets and economic developments;
• Experience in a quantitative finance environment, preferably in a market risk or counterparty risk modelling capacity; other backgrounds (e.g. Front Office quantitative research, model validation) are also welcome;
• Knowledge of derivatives, their risk drivers and the models used to price them; or exposure to at least one of the following asset classes: credit, repo, IR/FX, equity, commodities, preferably from a risk management perspective;
• Design and implementation of quantitative models, preferably using C# or C++ in a source-controlled environment;
• Good understanding and awareness of the regulatory framework for banks is desirable;
• Ability to work with tight deadlines and multidisciplinary teams.
 
  



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