Advanced Market Risk Modeling Specialist – Python & Financial Analytics

Our client is a leading player in financial services focused on rigorous risk measurement and management, offering an opportunity to work on sophisticated market risk models in an international environment.

• Minimum of 2 years of experience in risk management, quantitative analysis, or related fields.
• Strong proficiency in Python and Excel VBA.
• Good understanding of statistics and risk measurement techniques.
• Basic knowledge of market risk measures and derivative products.
• Analytical mindset with the ability to process large datasets and draw actionable insights.
• Excellent communication skills in English, with an ability to explain technical concepts clearly.
• Capacity to work under pressure within tight deadlines.
• Flexibility and team-oriented mindset suited for an international environment.
• Desire to learn and develop in a challenging, evolving landscape.

Nice to have:

• Professional qualifications such as FRM, PRM, or CFA Levels.
• Skills in C++.

• Develop and enhance market risk models in accordance with regulatory standards and internal policies.
• Perform model calibration, validation, and performance assessment through regular monitoring and testing.
• Implement and maintain risk models within an in-house Python-based Analytics library.
• Utilize real-world data to build models, understanding their features, assumptions, and limitations.
• Collaborate on models including VaR, Stressed VaR, RNIV, Stress Testing, Economic Capital, IRC, and FRTB.
• Participate in ad hoc projects, delivering timely and clear insights.
• Automate processes and suggest improvements to current frameworks for increased efficiency and control.
• Communicate complex model details effectively to non-technical stakeholders and support daily risk management processes.

Only candidates with an existing legal right to work in the European Union will be considered for this role.