Quantitative Risk Analyst

4 semanas atrás

Lisboa, Portugal Leonteq AG Tempo inteiro

WHO WE ARE

Leonteq is a Swiss fintech company with a leading marketplace for structured investment solutions. Based on proprietary modern technology, the company offers derivative investment products and services and predominantly covers the capital protection, yield enhancement and participation product classes. Leonteq acts as both a direct issuer of its own products and as a partner to other financial institutions. Leonteq further enables life insurance companies and banks to produce capital-efficient, unit-linked pension products with guarantees.
- Leonteq generated turnover of CHF 28.9 billion and posted total operating income of CHF 417.8 million in 2021. As of 31 December 2021, Leonteq's shareholders' equity totalled CHF 802.1 million.
- Leonteq has an investment grade rating from the rating agencies Fitch Ratings Ltd. and Japan Credit Rating Agency, Ltd., who have evaluated and assigned ratings to Leonteq AG and Leonteq Securities AG, respectively.
- Leonteq is listed on the SIX Swiss Exchange (SIX: LEON) and is a securities firm regulated by the Swiss Financial Market Authority FINMA and is a member of the Swiss Structured Product Association.
- Founded in 2007, Leonteq today has offices and subsidiaries in 13 countries, through which it serves over 50 markets. The company employs over 500 professionals from more than 50 nationalities around the world and brings a young, dynamic and diverse workforce to the global fintech market. Leonteq's Portugal branch opened in October 2021 and is part of Leonteq's initiative to support business growth with the employment of up to 100 designated roles along the entire value chain.About the role

Model risk is the risk of financial loss due to inappropriate model assumptions or inadequate model usage.
- In Leonteq’s business, significant model risks may arise when models are used to value financial securities and to calculate hedge ratios or when models are used to address regulatory requirements.
- In this extensive role, you will cover a broad range of activities and knowledge areas as you will be involved with aspects of model validation in close collaboration with other Risk Control members and departments outside Risk Control, such as Quantitative Analytics, Trading and Structuring.
- What you'll do
- Validation of valuation models and regulatory models, including testing and documentation efforts
- Evaluation of models’ conceptual aspects and their implementation, data sources and best market practices
- Contribution to automation and efficiency by finding opportunities to enhance reporting and analysis systems, and collaborating closely with IT departments
- Maintenance of controlled and documented processes
- Transaction reviews
- Portfolio analysis with focus on operational risk and efficiency

What you'll need
- Degree with strong quantitative background (physics, mathematics, computer science, financial mathematics, etc)
- Understanding of derivatives and financial markets
- Preferably, knowledge of quantitative finance and stochastic calculus
- Familiarity with programming (Python, VBA, SQL) is a plus
- Willingness to analyse problems and work with considerable accurateness
- Ability to learn new concepts and tools
- Results-oriented team player with strong interpersonal skills (communication, collaboration, client focus)

Why you'll love working here
- Experience the dynamics of a leading fintech company
- Possibility to work with domain experts and learn from them directly
- Work in modern facilities at an exceptional location
- Hybrid work system: 3 days office and 2 home office

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