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Quantitative Risk Analyst

Sofia, Sofia · Accounting/Finance

The Quantitative Risk Analyst will provide support to the Risk Management department and Chief Operating Officer/Risk Officer in their associated day-to-day tasks and project work.

 
  • Production of in depth reporting and analysis for the Risk Department using Microsoft Excel, R, Python etc.
  • Building tools for P&L, hedging analysis and stress-testing
  • Daily and ad-hoc reporting of portfolio analytics
  • Financial markets research on Bloomberg

Required:

  • A Masters or a PhD in applied mathematics, quantitative finance, statistics or scientific/engineering discipline
  • Advanced Microsoft Excel skills and proficiency with handling large sets of data
  • A good understanding of statistics and numerical analysis (e.g., hypothesis testing, regressions, random variables, inference, stochastic calculus)
  • Academic or work experience of standard derivative pricing mathematics, quoting conventions, operational processes and data requirements
  • Experience of writing models in languages, such as R, Python, Matlab or C++ or KDB; and
  • Knowledge of C# or Java

essential:

  • Microsoft Word and Excel skills, including lookups, pivot tables, Macros, VBA etc.
  • Bloomberg Terminal a plus
  • Fluent in written and spoken English with excellent written and verbal communication
  • Ability to work well in a team and individually
  • With a high level of organisational skills and the ability to multi-task, simultaneously handle multiple tasks/projects, determine priorities and meet deadlines on time in a fast-paced business environment
Hours: 40 hours per week, Monday – Friday

What we offer:
  • Dynamic and Friendly work environment
  • Open and transparent communication
  • Opportunity to join a great team
  • Social Incentives Package
  • Team outings and corporate events
 
If you are interested, please send your CV in English. sofia@icrecruiting.eu
 
All applications will be treated in strict confidentiality. Only short-listed candidates will be contacted for an interview. IC Recruiting Ltd. Recruitment license from National Agency of Employment No 2087/22.07.2016.

 

InterContinental Recruiting

Please contact us with any questions:

Email:
sofia@icrecruiting.eu
Phone:
(w) 359 2 811 1366
Recruitment license from National Agency of Employment No 2087 / 22.07.2016
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