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
- 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
- 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. firstname.lastname@example.org
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.