Market Risk Professional

Há 1 mês


Lisboa, Lisboa, Portugal Adecco Recruitment Tempo inteiro

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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