Quantitative Researcher
2 semanas atrás
Direct message the job poster from ManpowerGroup
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 requirementsInvestigate, analyse and design risk methods, respecting the aims of accurately capturing risksDesign, develop and test code changes required to implement the risk methods in the risk systemsEnsure that all methodologies, tools, processes and procedures are documentedContribute 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 backtestingProfile and skills to succeed Masters Degree in Mathematics / Physics / Quantitative Finance or relatedDerivatives: their Risk drivers and the models used to price themAt least one of the following: Credit / Repo / IR/FX / Equity / CommoditiesDesign and Implementation of Quantitative Models (preferably using C# and/or C++)Ability to collaborate / teamworkAnalytical abilityJob location: Lisbon, Portugal | Hybrid model
Please, send your CV to: ******
*Only applications submitted in English will be considered.
Seniority levelAssociateEmployment typeFull-timeJob functionFinance, Research, and Accounting/AuditingIndustries: Investment Banking and Banking
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