Market Risk Professional
Há 1 mês
Adecco Recruitment is currently recruiting a Markets Trading Book P&L Analyst and an Asset and Liquidity Management Analyst to join a prestigious multinational company in the financial consulting sector, which is launching its operations in Portugal.
Requirements:
- Masters degree in Finance, Management, Applied Mathematics, Economics, Statistics or similar area.
- 3 to 10 years of experience in auditing or consulting firms, particularly in market risk management or market finance within the banking sector.
- Knowledge of fixed income and/or equity derivatives products (e.g. bonds/stocks, swaps/forwards/futures, vanilla/exotic options, repos).
- Familiarity with fixed income and/or equity derivatives market data (e.g. rates, volatilities, correlations) and their main sources or associated products.
- Understanding of risk concepts such as delta, vega, and VaR.
- Understanding of the basic concepts and models in mathematical finance.
- Knowledge in Fair value concepts and Marked to Market Valuation methodologies on derivatives in particular would be appreciated.
Asset and Liquidity Management Analyst Requirements:
- Masters degree in Finance, Management, Applied Mathematics, Economics, Statistics or similar area.
- Minimum of 2 years experience in a similar role, preferably within auditing or consulting firms, with a focus on the banking sector.
- Practical experience with ALM-T models (Asset and Liquidity Management Treasury).
- Solid quantitative background is highly valued.
- Proficiency in a modern programming language (e.g. Python).
- Experience across all phases of data science, including data mining, analysis, and visualization.
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