Quantitative Analyst | Global Markets

Lisbon (PT)
to be negotiate
Sep 19, 2019
Oct 04, 2019
Job Function
Banking, Risk Management
Employment Type
Full Time

Preparing his new area of RISK in Lisbon, our client, an international corporate and investment banking is now recruiting a Quant for his Global Markets Department


• Preparation of annual model reassessment and model re-review (model scope, performance, cartography, benchmarking, impact…)

• Maintenance and continuous development of model performance monitoring framework

• Review and control of model use and setup (model configuration, product-model-mapping control…)

• Maintenance and continuous development of the official model logs and repositories (approvals, performance, scope and restrictions, documentation…)

• Coordination of interactions of valuation model approvals with other internal and external approval processes (interactions with Market/Counterparty Risk Model approvals, regulatory approvals for example)



  • 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