Quantitative Risk Analyst

Detalhes da Vaga

Support RISK Market & Financial Institutions teams in performing their main responsibilities on Market Risk or Valuation Risk, including the regular calibration, computation, analysis, and reporting of associated metrics, pricing of new requests, automation of various complex processes, and conducting ad-hoc studies on relevant time series data.
Main Tasks:
Monthly calibration, computation, analysis, and reporting of Valuation Adjustments for assigned perimeters.
Automation or specifications of developments for various Valuation Adjustments, including XVA related tasks.
Documentation of new methodologies.
Conduct specific studies on bid-offer data.
Qualifications Technical Skills:
Knowledge of main financial market products and their pricing and risk management techniques.
Data manipulation using Python.
Language Skills:
N/A
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 messages effectively in a clear, structured, accurate, and concise manner, based on facts.
Motivation to collaborate and share ideas and knowledge with team members.
Understanding of clients' needs and valuing constructive and positive feedback.

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Salário Nominal: A acordar

Fonte: Allthetopbananas_Ppc

Função de trabalho:

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