Quantitative Risk Analyst

As a Quantitative Risk Analyst, you will be part of a team that sits at the intersection of financial modeling, risk management, and software development. You will be responsible for validating pricing models for derivatives, designing and improving risk models for market, credit, and liquidity risks, and collaborating with Risk, IT, and Front Office teams to transform complex problems into practical solutions.

Requirements

• Master’s degree or PhD in a quantitative discipline such as Financial Engineering, Applied Mathematics, Statistics, Physics, Computer Science, or a related field
• Solid knowledge of stochastic models applied to derivative pricing and risk modeling
• Strong background in statistics: hypothesis testing, time series analysis, regression models
• Proficient in object-oriented programming (C#, Python)
• Familiarity with Big Data technologies, particularly Amazon Web Services (AWS) or Dataiku, is a plus
• Previous experience in Commodity Markets is a strong advantage

Benefits

• Diversity & Inclusion
• Equal opportunities for all candidates
• Accessible work environment