Quantitative Market Risk Analyst

As a Quantitative Market Risk Analyst, you will be working for one of the most prestigious investment banks in the world. You will be responsible for developing and maintaining complex market risk models related to Value at Risk (VaR) and regulatory requirements. This role provides an excellent opportunity to be at the center of market risk methodologies, interacting with key stakeholders across risk management, front office, and regulatory compliance teams. If you have a keen interest in financial risk, strong quantitative skills, and the motivation to drive high-impact solutions, this position is for you.

Your main responsibilities:

• Conduct analyses related to regulatory requirements for legal entities in the EMEA region.
• Maintain quantitative analyses for equity risk simulations and market risk models.
• Produce high-quality documentation with statistical insights and collaborate with the model validation team.
• Identify and address weaknesses in market risk models, implementing necessary enhancements.
• Interact with risk management teams, front office, technology, and control groups to improve risk models and support related production processes.
• Prepare reports and conduct detailed quantitative analyses for senior management and regulatory presentations.

You're ideal for this role if you have:

• Experience in derivatives pricing, exotic products, risk management, Basel 2.5/3 regulations, or numerical computation.
• Strong knowledge of statistical tests and financial engineering techniques such as PAA, PCA, and CAPM models.
• Ability to interpret and translate regulatory requirements into technical specifications.
• Proficiency in programming languages such as Python, VBA, SQL, and Unix.
• A strong academic background with a postgraduate degree (MSc/PhD preferred) in a quantitative field such as mathematics, physics, statistics, or data science.
• Excellent communication skills, with the ability to present complex financial models clearly to stakeholders.

We offer you:

ITDS Business Consultants is involved in many various, innovative and professional IT projects for international companies in the financial industry in Europe. We offer an environment for professional, ambitious, and driven people.

The offer includes:

• Stable and long-term cooperation with very good conditions
• Enhance your skills and develop your expertise in the financial industry
• Work on the most strategic projects available in the market
• Define your career roadmap and develop yourself in the best and fastest possible way by delivering strategic projects for different clients of ITDS over several years
• Participate in Social Events, training, and work in an international environment
• Access to attractive Medical Package
• Access to Multisport Program
• Access to Pluralsight
• Flexible hours & remote work

Internal job number #6469