Quantitative Risk Specialist

2 meses atrás


Lisboa, Portugal Galp Energia España Sau Tempo inteiro

At Galp, we believe that together we can make a difference in society by contributing to a more sustainable energy future. Changes starts with our people, where agility, continuous improvement, internal alignment and external focus are the values that define our organization where everyone, without exception, can reach their ultimate potential. We're counting on your energy.
Mission
The Quantitative Risk Specialist will play a key role in identifying, assessing, and mitigating financial risks within the organization. This position involves developing and implementing quantitative models to analyze risk, evaluating potential financial impacts, and providing strategic recommendations to management. The ideal candidate will have strong analytical and programming skills, proficiency in risk modeling, and a deep understanding of financial markets.
What You'll Do
Conduct assessments of potential market risks associated with new business ventures and strategic operations alignment with the organization's risk strategy and appetite.
Assess alignment with the organization's risk strategy and appetite.
Define metrics and indicators that establish risk limits and tolerances (linked with risk appetite), for subsequent cascading to BUs.
Define risk analysis and calculation methodologies, model assumptions, and analytical processes, to develop quantitative models to support risk analysis.
Compute the overall risk exposure and position, limits availability and usage, at various aggregation levels.
Utilize statistical methods and financial theories to forecast potential losses and assess risk exposure.
Conduct stress testing and scenario analysis to evaluate the impact of adverse market conditions.
Monitor global and BU-level risk exposure and limits consumption, maintaining adequate mitigation mechanisms and evaluating the effectiveness of controls in place.
Consolidate risk reports that provide a comprehensive view of the organization's risk profile, with actionable insights for decision-making.
Provide quantitative support for various projects and initiatives and prepare relevant material for Risk forums discussions (e.g. Risk Management Committee, Market Risk Committee).
What You'll Need
Bachelor's or Master's degree in Finance, Economics, Mathematics, Statistics, or a related field.
Proven track record in developing and validating risk models.
Proficiency in statistical and mathematical modeling software.
In-depth knowledge of financial markets, instruments, and risk management principles.
Advanced knowledge of programming languages and their applicability for market risk analysis: Python, VBA and PBI.
Fluent in English.

#J-18808-Ljbffr



  • Lisboa, Portugal Galp Energia España Sau Tempo inteiro

    At Galp, we believe that together we can make a difference in society by contributing to a more sustainable energy future. Changes starts with our people, where agility, continuous improvement, internal alignment and external focus are the values that define our organization where everyone, without exception, can reach their ultimate potential. We're...


  • Lisboa, Portugal Galp Tempo inteiro

    At Galp, we believe that together we can make a difference in society by contributing to a more sustainable energy future. Changes starts with our people, where agility, continuous improvement, internal alignment and external focus are the values that define our organization where everyone, without exception, can reach their ultimate potential. We're...


  • Lisboa, Lisboa, Portugal Galp Energia España Sau Tempo inteiro

    Job SummaryGalp Energia España Sau is seeking a highly skilled Quantitative Risk Specialist to join our team. As a key member of our risk management department, you will play a crucial role in identifying, assessing, and mitigating financial risks within the organization.Key ResponsibilitiesConduct thorough assessments of potential market risks associated...


  • Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** - The mission of the RISK Quantitative Research Analyst is to develop and continually improve the group’s risk modelling & measurement, analysis and back-testing capabilities, on market and counterparty risks - SIGMA is the quantitative modelling team with overall responsibility for market, liquidity and counterparty credit risk methods...


  • Lisboa, Lisboa, Portugal Axians Portugal Tempo inteiro

    **About the Role**We are seeking a skilled Quantitative Risk Analyst to join our team in Lisboa, Lisbon. As a key member of our information technology department, you will play a crucial role in managing and mitigating financial risk.Main Responsibilities:Develop and implement risk management models and strategiesAnalyze and interpret financial data to...

  • Quantitative Risk Specialist

    2 semanas atrás


    Lisboa, Portugal Galp Tempo inteiro

    A Galp faz parte da sociedade há gerações, e à medida que a energia muda, nós também nos adaptamos. Aqui terás a oportunidade de crescer, com os recursos necessários para te desenvolveres ao teu ritmo, à tua maneira. Juntos podemos continuar a contribuir para as comunidades onde vivemos e trabalhamos. Podemos construir um futuro mais eficiente para...

  • Quantitative Risk Specialist

    2 semanas atrás


    Lisboa, Portugal Galp Energia España Sau Tempo inteiro

    A Galp faz parte da sociedade há gerações, e à medida que a energia muda, nós também nos adaptamos. Aqui terás a oportunidade de crescer, com os recursos necessários para te desenvolveres ao teu ritmo, à tua maneira. Juntos podemos continuar a contribuir para as comunidades onde vivemos e trabalhamos. Podemos construir um futuro mais eficiente para...

  • Quantitative Risk Specialist

    3 semanas atrás


    Lisboa, Portugal Galp Tempo inteiro

    A Galp faz parte da sociedade há gerações, e à medida que a energia muda, nós também nos adaptamos. Aqui terás a oportunidade de crescer, com os recursos necessários para te desenvolveres ao teu ritmo, à tua maneira. Juntos podemos continuar a contribuir para as comunidades onde vivemos e trabalhamos. Podemos construir um futuro mais eficiente para...


  • Lisboa, Lisboa, Portugal Axians Portugal Tempo inteiro

    Job Opportunity: We are seeking a highly skilled Quantitative Risk Management Professional to join our team at Axians Portugal. This role involves working on a national project in the banking sector, focusing on financial market products and risk management techniques.Main Responsibilities:Develop and implement data manipulation techniques using PythonApply...


  • Lisboa, Portugal BNP Paribas Tempo inteiro

    RISK QUANTITATIVE BACKTESTING ANALYST (JOB NUMBER: 2402RSK17486) **About the job** - The backtesting team is part of RISK department and its entity RISK Global Services. This department reunites all the teams offering common services required in the management and supervision of the Bank’s risk profile. The RISK Global Services team aim to transversally...


  • Lisboa, Lisboa, Portugal Phiture Tempo inteiro

    About the RoleThe Market Infrastructures Quantitative Models Analyst will be responsible for acting as a center of quantitative expertise regarding market infrastructure entities. This involves conducting annual and interim reviews of margin call algorithms and their risk management mechanisms, as well as leading periodic quantitative due diligence on the...

  • Quantitative Risk Analyst

    2 meses atrás


    Lisboa, Lisboa, Portugal ALTER SOLUTIONS Tempo inteiro

    Job SummaryWe are seeking a highly skilled Quantitative Risk Analyst to join our team at ALTER SOLUTIONS. As a key member of our Market Risk and Financial Institutions teams, you will be responsible for supporting the calibration, computation, analysis, and reporting of valuation adjustments for assigned perimeters.Main ResponsibilitiesMonthly calibration,...

  • Quantitative Trader

    2 semanas atrás


    Lisboa, Portugal Selby Jennings Tempo inteiro

    A leading hedge fund is currently looking for a Quantitative Trader to join their Futures/FX team in their Paris office.We are looking for an experienced Quantitative Trader with a strong background in managing the production of systematic Futures/FX trading strategies. As part of a highly collaborative and dynamic team, you will be responsible for leading...


  • Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** The backtesting team is part of RISK department and its entity RISK Global Services. This department reunites all the teams offering common services required in the management and supervision of the Bank’s risk profile. The RISK Global Services team aim to transversally develop optimized resources, platforms and common services that are...


  • Lisboa, Lisboa, Portugal Galp Energia España Sau Tempo inteiro

    About the RoleAt Galp Energia España Sau, we're looking for a talented Commodity Risk Specialist to join our Energy Management business unit. As a key member of our team, you'll play a crucial role in identifying, managing, and mitigating risks associated with our commodity trading activities.Key ResponsibilitiesDevelop and maintain risk management models...


  • Lisboa, Lisboa, Portugal Michael Page Portugal Tempo inteiro

    Job Description:We are seeking a highly skilled Quantitative Finance Specialist to join our Investment Banking team in Portugal. This is an excellent opportunity for your professional growth.About the Role:The ideal candidate will have a strong understanding of financial markets, credit analysis, and investment principles. You will be responsible for...


  • Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** - The Risk Quantitative Backtesting Analyst develops and maintains the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF), or contributes to other studies and projects within team's responsibility **Your Main Activities Are** Contribute to the production of...


  • Lisboa, Lisboa, Portugal Atto Trading Technologies Tempo inteiro

    Senior C++ Developer OpportunityWe are a dynamic quantitative trading firm leading in global high-frequency strategies, seeking a skilled Senior C++ Developer.Our diverse team comprises experts in trading, statistics, engineering, and technology. We combine discipline with rapid market feedback to turn ideas into profit efficiently.We have an environment of...


  • Lisboa, Portugal Phiture Tempo inteiro

    About The JobThe Market Infrastructures (MI) Quantitative Models Analyst's main mission is to act as a center of quantitative expertise regarding market infrastructure entities, conducting annual and interim reviews of margin call algorithms and their risk management mechanisms while leading the periodic quantitative due diligence on the entity in own...


  • Lisboa, Portugal Phiture Tempo inteiro

    About The JobThe Market Infrastructures (MI) Quantitative Models Analyst's main mission is to act as a center of quantitative expertise regarding market infrastructure entities, conducting annual and interim reviews of margin call algorithms and their risk management mechanisms while leading the periodic quantitative due diligence on the entity in own...