RISK GLOBAL MARKETS – RISK / QUANTITATIVE ANALYST

ROLE AND RESPONSIBILITIES

• Contributing to the continuous improvement of the tools in use by the team
• Participate in analysis projects with a main focus on the analysis of the corresponding data and the visualisation of the results
• Help drive new approaches to presenting the risks to senior management, such as the use of dynamic dashboards to replace static reports
• Investigate the use of machine learning approaches to get a better understanding of the risks, improve methodologies, or help identifying data quality issues automatically
• Contribute to ad-hoc projects, such as ad-hoc stress testing or investigating the impact of new regulation for the bank

PROFILE

• Experience between 1 to 5 years in relevant areas (Data Science, Quantitative and Risk Analysis)
• Knowledge of derivatives instruments and associated risk drivers is a must and experience with simulation models (Monte-Carlo, interest rate, FX models, among others)
• Strong programming skills in R and / or Python
• Solid Excel / VBA
• Programming languages, such as javROLE data sascript, jQuery are a plus
• Knowledge in Machine Learning
• Ability to react quickly but precisely in high pressure trading situations with Front Office interactions, requiring a structured approach and resourcefulness
• Deadline oriented