Junior Valuation Analyst

Há 4 dias


Lisboa, Portugal askblue Tempo inteiro

We operate as a consulting service firm since 2013 and offer specialized consulting services to clients in the financial and information technology sectors.

We are currently looking for a
**Junior Valuation Analyst** to integrate one of your project teams in
**Lisbon**.

**Main Responsibilities**:

- Producing valuation data that will allow the Paris and London team to analyze and control on Fair value product traded on Capital Markets that will be reported in various valuation committees;
- Develop reporting, data quality and analysis tools that help deepen the analysis of the positions, risk and management indicators used in the various committees;
- Contributing to the assessment of the adequacy and soundness of the fair value adjustments framework;
- Contributing to the assessment of the soundness of the Day One Profit Process.

**Technical Skills**:

- Understanding of Fixed Income and/or Equity Derivatives products (bonds/stocks, swaps/forwards/futures, options vanillas/exotics, Repos);
- Understanding of Fixed Income and /or Equity Derivatives related market data (rates, volatilities, correlations ), and potentially their sources, and the main associated products;
- Ability to Code in Python is absolutely required;
- Good understanding of the basic concepts and models in mathematical finance;
- Understanding of risk concepts (delta, vega, VaR );
- Deep sense of control in particular on independent valuation controls.

**Soft Skills**:

- Team player and good communication skills;
- Positive attitude to comply with deadlines and objectives;
- Ability to work under strong closing pressure and be flexible around this;
- Effective organization and time management, including ability to prioritize workload;
- Quality focused, detail oriented and problem-solving skills.

**AskBlue | Business & Technology


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