Quantitative Researcher

4 semanas atrás


Lisboa, Lisboa, Portugal ManpowerGroup Tempo inteiro

xperis Portugal is recruiting for one of our bigger clients, that is the leader in the banking sector in Europe, with presence in more than 60 countries. This job opportunity has a permanent contract directly with our client.

About the job

  • Participate in methodology projects, gathering and documenting requirements
  • Investigate, analyse and design risk methods, respecting the aims of accurately capturing risks
  • Design, develop and test code changes required to implement the risk methods in the risk systems
  • Ensure that all methodologies, tools, processes and procedures are documented
  • Contribute to the quality assurance processes surrounding risk measurement including back-testing and the VaR Adequacy (P&L Explain)
  • Support regulatory interactions, participating in industry working groups and Quantitative Impact Studies (QIS)
  • Ensure a robust permanent control framework to deliver in a timely manner, reliable and consistent backtesting

Profile and skills to succeed

  • Masters Degree in Mathematics / Physics / Quantitative Finance or related
  • Market Risk and/or Counterparty Risk Modelling capacity
  • Derivatives: their Risk drivers and the models used to price them
  • At least one of the following: Credit / Repo / IR/FX / Equity / Commodities
  • Design and Implementation of Quantitative Models (preferably using C# and/or C++)
  • Attention to detail / rigor
  • Ability to collaborate / teamwork
  • Analytical ability

Job location: Lisbon, Portugal | Hybrid model

Please, send your CV to: katiuscia.zeferino@experis.pt

*Only applications submitted in English will be considered.


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