Quantitative Risk Analyst

February 26, 2025
Roll Dataanalytiker
Kompetensområde Data/IT
Startdatum 2025-03-17
Slutdatum 2025-09-30
Omfattning 100%
Ort Stockholm
Land Sweden
Sista svarsdatum 2025-03-03 (Offerter kommer att behandlas löpande)
Kontaktperson Ellinor Jakobsson (ellinor.jakobsson@keyman.se | 072-529 43 56)
Referensnummer #12950
Övergripande uppdragsbeskrivning

We are now looking for a Quantitative Risk Analyst for our customer.

The assignment includes:
The candidate will play a critical role in developing and maintaining the quantitative risk models used by Customer to assess and manage the financial risks associated with the derivatives clearing business.

 
The Customer is a multi-asset derivatives’ clearinghouse covering equity, fixed income and commodity products. You will be a part of the Risk Modelling team consisting of quantitative analysts and software developers.
 
Tasks:
  • Develop, validate, and maintain quantitative methods for measuring and managing financial risks (market risk, counterparty risk, liquidity risk) across various financial products and portfolios.
  • Conduct quantitative analysis to assess the risks in derivatives portfolios.
  • Acting as subject matter expert on various derivatives and securities.
  • Assess the impact of changes in financial regulations, or market structure, on the risk models and exposures of the clearing house.
Develop and maintain Python applications used by the risk management teams within the clearing house.
Skallkrav

A degree in Engineering, Mathematics, Finance or equivalent.
Strong proficiency in quantitative modelling techniques and statistical analysis.
Several years of experience working with Derivatives, Market Risk, Theoretical valuation, Risk analysis/control, etc
Experience of working within the Fixed Income area is meriting
Experience with programming languages such as Python, SQL, R, or MATLAB.

Börkrav

Övriga krav

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Personliga egenskaper

Analytisk
Självgående
Kommunikativ

Övrig information

Start upon agreement

 


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