As Risk Quant you will be:
- Reviewing and analysing models for stressing the Bank's positions on a wide spectrum of scenarios
- Implementing and managing model validation tests in Python
- Developing tools for automation that make existing processes more efficient
- Contributing to discussions with key model stakeholders
As Risk Quant Analyst ideally you will have:
- Strong mathematical background: master's in Mathematics, Computer Science, Physics and Engineering or equivalent
- Knowledge of financial mathematics: stochastic calculus, partial differential equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms
- Knowledge of pricing models for financial products (i.e: derivatives)
As Risk Quant this Job offers You:
- Opportunity to further your career in the quantitative field of finance
- You will be given training that will put you at the top tier of your market
- International work environment
