Nr ref. 17533/ 0
Risk Modelling Analyst
For our Client, a leading investment banking company we are looking for Candidates who want to be a part of the Risk division, which is a key support in business decision making process.
- preparing and maintaining econometric models for a valuation and risk management of a complex financial tools,
- preparing CCAR models, according to specified metrology and procedures,
- implementing new analytical methods and preparing technical model methodology documentation
- take part in improvement process of analytical platform, in particular develop new features to facilitate testing and performance monitoring of models,
- cooperate with Quant Strats CCAR team.
- At least theoretical knowledge of econometrical modelling methods and analysis techniques,
- Strong analytical skills and ability to prepare complex econometric models,
- Advanced knowledge in R, Excel and VBA,
- proficient in English (written and oral)
- good communications skills and ability to work in team
- quantitative science degree, as Econometrics, mathematics, economics, physics or equal,
- acquaintance with additional tools, as Matlab, SAS, Eviews, etc. will be a plus,
- experience in financial risk analysis will be a plus.
- employment in a global finance company with an established position in the market,
- work in the key division that’s an integral part of business decision making process,
- join recently establish team with great development opportunities,
- attractive salary based on previous experience,
- wide range of non-pay benefits.