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You will join a leading financial institution within their Quantitative Risk Management team, supporting margin modelling, back-testing, and empirical risk analysis.
Job Responsibility:
Conduct empirical studies to inform margin modelling and risk mitigation strategies
Support the back-testing of margin models and validation of assumptions
Develop and execute quality assurance test cases for margin methodology code
Build and enhance tools for data cleaning, analysis, and synchronization
Contribute to risk model research and documentation within the Quant Risk function
Requirements:
Master’s degree in Mathematics, Finance, Economics, Statistics, or related quantitative discipline
Strong understanding of probability theory, stochastic processes, and financial mathematics
Experience or internship background in quantitative finance / risk management
Hands-on programming experience with Python (live coding test required)
Knowledge of C++, R, or SQL desirable
Experience analysing derivatives pricing, volatility, and correlations highly advantageous
Excellent analytical, written and verbal communication skills
Nice to have:
Knowledge of C++, R, or SQL desirable
Experience analysing derivatives pricing, volatility, and correlations highly advantageous