Requirements

Expected technologies

Python

SQL

Optional technologies

Google BigQuery

Bloomberg Terminal

Operating system

Windows

macOS

Our requirements

• 5+ years of experience in the financial industry (i.e. brokerage firm, bank, hedge fund, consulting company, etc.), preferably in financial risk or related fields.
• Bachelor’s degree in a quantitative or financial field (i.e. mathematics, econometrics, physics, computer science, quantitative finance, economics).
• Proven experience working with large datasets.
• Good programming skills – Python is a required language
• Strong experience with SQL.
• Experience in risk modeling, analysis, and management.
• Excellent communication skills, able to convey complex information clearly
• Ability to collect, analyze and report on data trends.

Optional

• Working knowledge of Google BigQuery.
• Knowledge of and experience using the Bloomberg Terminal.

Your responsibilities

• Build and improve stress testing framework for internal and regulatory purposes.
• Assess and validate performance of developed models using real-world data.
• Backtest and constructively challenge existing models to improve their accuracy and/or explainability.
• Provide technical documentation for internal and external purposes.
• Oversight of daily risk reports, stress tests results, market risk breaches and investigate if necessary.
• Review and maintain financial risk policies, procedures and guidelines
• Maintain and develop credit and counterparty risk monitoring.
• Develop liquidity and capital stress testing across both global and local entities.
• Use quantitative skills and industry experience to translate large and complex datasets to meaningful insight.
• Work independently, taking ownership of projects from start to finish.