Quantitative Risk Analyst

3 meses atrás


Lisbon, Portugal ALTER SOLUTIONS Tempo inteiro

Job Description

Job description:

Support RISK Market & Financial Institutions teams in performing their main responsibilities on Market Risk or Valuation Risk, from the regular calibration, computation, analysis and reporting of the associated metrics and pricing of new requests to the automation of various complex processes and to various ad-hoc studies on relevant time series of data.

Main Tasks:

Monthly calibration, computation, analysis and reporting of Valuation Adjustments for assigned perimeters. Automation or specifications of developments for various Valuation Adjustments of which XVA related. Documentation of new methodologies Specific Studies on bid offer data

Qualifications

Technical Skills:

Main financial market product & their pricing and risk management techniques Data Manipulation - Python

Language Skills:

English – Expert (N3)

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 message effectively in a clear, structured, accurate and concise manner, based on facts Motivation to collaborate and share ideas and knowledge with team member Understands clients’ needs and values constructive and positive feedback
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