Market Risk Quant Analyst

About the role

Design, oversee, document, and improve market risk methodologies, including models for valuation adjustments, market reserves, VaR, stressed VaR, and economic capital. Develop and assess prototypes, compare them with alternative models, collaborate with validation, audit, and regulatory teams, and provide quantitative support to risk management. Requires a Master’s degree in Finance or a doctorate in Mathematics or Physics, plus at least two years of experience in Quantitative Risk, Front Office, or Validation, ideally across asset classes. Candidates should have expertise in financial mathematics and complex instrument modeling, knowledge of risk measures, statistical modeling and data processing, programming skills (ideally Python), English proficiency at B2 or higher, and strong communication and analytical skills.