Market Risk Methodology Quantitative Analyst

How can models give actionable insight into where risk is concentrated? As an analyst in the Market Risk Methodology team you will have an opportunity to understand how models are used for quantifying market risk and learn about capital management for regulatory and business purposes.

Tasks:

• Participate in research, development and implementation of market risk models
• Perform econometric analyses to support methodology development
• Perform backtests, stress tests, scenario analyses and sensitivity studies
• Conduct on-demand analyses of model changes
• Perform data analyses for various purposes
• Collaborate with global teams

Requirements:

• A degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or Engineering
• A thorough knowledge of statistics and an internal drive to challenge and improve models with quantitative methods
• Clear thinking, good business sense, and judgment
• Genuine and broad interest in financial markets and derivatives
• Strong interpersonal and communication skills
• Excellent command of English both written and verbal

What our partner offers:

• A competitive salary and eligibility for annual bonus
• Flexible working arrangements (core hours and opportunity to work from home)
• The ability to grow and shape your own career
• Inclusive and welcoming environment
• Opportunity to learn about financial products and markets