Quantitative Models Analyst

3 semanas atrás


Lisboa, Lisboa, Portugal Phiture Tempo inteiro

About the Role
The Market Infrastructure Quantitative Models Analyst is a critical position within our organization. The successful candidate will be responsible for conducting annual and interim reviews of margin call algorithms and their risk management mechanisms. This role requires a deep understanding of market infrastructure entities and their impact on financial markets.

Main Responsibilities
Quantitative assessment: Monitor and control the risk facing margin algorithms put in place by market infrastructure entities. This involves analyzing the inherent model risk by parallel building the model when information available permits it, quantifying errors and their significance.

Key Requirements
Master's degree in Mathematics and Statistics, Engineering, Manufacturing and Construction or any related field. Up to 2 years of experience in Data Analytics or Risk and Controls. Great communication skills with fluency in English both oral and written. Knowledge of Python. Critical thinking with the ability to develop and adapt a process.

About Us
We are a leading banking institution with a global presence. Our organization is committed to ensuring that no individual is discriminated against on any grounds. We promote a culture of good integration between work and rest, and we believe in work/life balance.


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