Empresa:

Taleo Consulting

Descrição da Função

RISK Analyst

Location: Lisbon

Are you ready to take your career to the next level?

Taleo Consulting is an international management consulting group with offices in France, Luxembourg, Belgium, The Netherlands, Switzerland, Spain, Singapore, Portugal, and Italy. We've grown into a team of 450+ talented professionals across 10 offices worldwide, partnering with leading organizations in Financial, Life Sciences, Retail, and Energy - Sectors, to drive transformation and deliver lasting impact.

What Will You Do?

At Taleo Consulting, we believe that our growth starts with our people. When our consultants thrive, so do our clients.

We're looking for individuals who embody our values and help us foster strong, trust-based relationships with both our clients and our teams across the globe. Our success is built on the talent, collaboration, and commitment of our people and we're now looking for a Risk Analyst to join our journey.

Your Main Responsibilities

1. Monitor and review counterparty risk metrics and frameworks, including:

• Collateral eligibility and envelopes
• Wrong Way Risk
• Bilateral Initial Margin
• Counterparty risk sensitivities
• Stress testing reports

1. Perform counterparty portfolio analyses in preparation for annual credit reviews.
2. Analyse and monitor economic and regulatory measures related to Counterparty Credit Risk on a global scope.
3. Set up and enhance controls to detect data quality issues and propose remediation initiatives
4. Contribute to the digitalization and improvement of counterparty risk monitoring systems, working closely with IT teams

Your Main Activities

1. Support risk management activities such as:

• Limits and envelope monitoring
• Counterparty risk analysis
• Stress testing
• Reporting to senior risk management

1. Monitor counterparty risk exposures across different perimeters (OTC, Clearing, Prime Brokerage, etc.) and metrics (Stress Tests, VaR, Greeks, Margins) by:

• Producing regular risk monitoring reports
• Contributing to counterparty risk forums
• Understanding exposure drivers and calculation mechanisms

1. Implement and monitor regular and ad-hoc stress tests
2. Monitor market risk sensitivities by counterparty
3. Interact regularly with Business and Credit teams to share insights and risk assessments
4. Play an active role in innovative and transformative initiatives within Risk functions, contributing to the continuous industrialization and enhancement of tools and processes
5. Participate in ad-hoc projects such as:

• Specific stress testing exercises
• Impact analysis of new regulations

1. Continuously challenge existing methodologies, assumptions, and practices to identify better solutions, including:

• Risk systems and processes
• Counterparty risk methodologies
• Adequacy of scenarios and risk metrics

Profile and Skills to Succeed

1. Bachelor's degree (3-5 years of experience) in Applied Mathematics, Data Science, Finance, or a related field.
2. Strong knowledge of derivative instruments and associated risk drivers
3. Good understanding of credit risk metrics (EAD, PD, etc.) and exposure metrics (Stress Tests, VaR)
4. Ability to work accurately under pressure, with frequent interactions with Front Office teams
5. Structured, analytical, and well-organized mindset
6. Strong written and verbal communication skills
7. Solid technical skills:

• Advanced Microsoft Office (including VBA)
• Experience with programming languages such as Python or R
• SQL knowledge is a plus

Why should you join us?

By joining Taleo, you'll become part of a talented, international, and dynamic team.

You'll benefit from real career growth opportunities, continuous learning, and the chance to build long-lasting relationships across borders and industries.

If you recognize yourself in this description and are ready to grow with a company that values ambition, collaboration, and excellence, let's connect.

Share your CV and take the next step in your journey with Taleo

Observações

Lisboa (Portugal)