Quantitative Risk Modelling Specialist

Há 4 dias


Lisboa, Lisboa, Portugal Alter Solutions Group Tempo inteiro

**About Us**

At Alter Solutions Group, we offer exciting opportunities for professionals to grow and develop their skills. Our team is dedicated to delivering high-quality services that meet the needs of our clients.

**Job Summary**

We are seeking a highly skilled Quantitative Risk Modelling Specialist to join our team. As a key member of our Market & Financial Institutions team, you will be responsible for supporting the regular calibration, computation, analysis, and reporting of associated metrics. You will also contribute to pricing new requests, automating complex processes, and conducting ad-hoc studies on relevant time series data.

**Key Responsibilities**

Monthly calibration, computation, analysis, and reporting of Valuation Adjustments for assigned perimeters.

Automation or specifications of developments for various Valuation Adjustments, including XVA related tasks.

Documentation of new methodologies.

Conduct specific studies on bid-offer data.

**Requirements**

To be successful in this role, you will need:

Technical Skills: Knowledge of main financial market products and their pricing and risk management techniques. Data manipulation using Python.

Language Skills: English (N/A)

Soft Skills: Ability to integrate information from diverse sources, often involving large amounts of information. Ability to ensure the precision, accuracy, and thoroughness of the information manipulated or delivered. Ability to express oral and written messages effectively in a clear, structured, accurate, and concise manner, based on facts. Motivation to collaborate and share ideas and knowledge with team members. Understanding of clients' needs and valuing constructive and positive feedback.

**Compensation**

The estimated salary for this position is $120,000 - $180,000 per year, depending on experience.



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