Financial Risk Analyst

3 semanas atrás


Lisboa, Portugal RAY.BBDM Tempo inteiro

O nosso cliente é um Grupo Financeiro que procura um **Financial Risk Analyst **para integrar a sua Direção de Risco, em Lisboa. Este profissional terá como principal missão atuar nos temas de Risco Financeiro, focando-se na Gestão de Balanço.

**Principais responsabilidades**:

- Acompanhar e analisar a evolução do balanço e da margem financeira;
- Desenvolver análises sobre produtos e instrumentos financeiros (incluindo a sua valorização) e técnicas de gestão de risco de taxa de juro (e.g. _hedging_);
- Monitorizar o risco de taxa de juro da carteira bancária (IRRBB), incluindo o cálculo das principais métricas e elaboração de reportes periódicos de risco;
- Contribuir para a melhoria dos modelos estatísticos que apoiam a gestão dos riscos ALM (e.g. IRRBB/SOT, LCR, modelização de pré-pagamentos e depósitos sem maturidade definida);
- Controlar a qualidade da informação e dados utilizados na gestão dos riscos de liquidez e IRRBB;
- Apoiar a elaboração dos exercícios transversais (e.g. ICAAP e ILAAP, RAS e Plano de Recuperação) na perspetiva dos riscos de gestão de ativos e passivos;
- Desenvolver análises e metodologias de _stress testing;_
- Acompanhar e analisar a regulamentação aplicável à gestão dos riscos de liquidez e de IRRBB, bem como as melhores práticas de mercado e tendências da indústria.

**Requisitos**:

- Licenciatura/Mestrado em Economia, Gestão, Matemática ou similares;
- Mínimo de 2 anos de experiência em gestão de risco (IRRBB, risco de liquidez ou risco de mercado) e/ou em valorização de instrumentos financeiros;
- Conhecimentos de técnicas de gestão do risco de taxa de juro, incluindo derivados (e.g. IRS, _forwards_, futuros, _caps/floors_); de modelização de ativos e passivos (incluindo modelos comportamentais); e de tratamento contabilístico e prudencial de instrumentos financeiros (preferencial);
- Sólidos conhecimentos de Excel;
- Conhecimentos de VBA, Bloomberg, SQL e bases de dados (preferencial);
- Domínio da língua inglesa;
- Orientação para a resolução de problemas e para o detalhe;
- Capacidade de análise e interpretação de dados com espírito crítico;
- Autonomia e proatividade;
- Capacidade de trabalho em equipa;
- Capacidade de comunicação com diferentes _stakeholders._

**Oferta**:


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