Quantitative Risk Analyst

Навыки

• BI-инструменты
• Data Quality
• Финтех и платежи
• 152-ФЗ / персональные данные
• P&L и бюджет
• Python
• Управление рисками

Задачи

• Develop and maintain production-quality market risk models (VaR, stress tests, Greeks, PnL) across multiple asset classes and derivatives
• Research and build new models to address trading and risk management challenges
• enhance tail risk estimation for historical and hypothetical scenarios. Implement, test, and productionize models and analytics end-to-end
• Monitor daily risk operations
• escalate and resolve production issues (data quality, breaches, pipeline failures)
• Generate and maintain firm-level risk reports
• monitor trading activity and flag anomalies
• Review daily margin requirements and escalate exchange-related issues
• Collaborate with risk managers and stakeholders to explain model outputs and provide quantitative advice

Требования

• Bachelor's degree in Mathematics, Physics, Computer Science, or a related quantitative discipline
• 2–3 years of experience in risk management and/or derivatives across various financial products, including futures, options, and equities
• Solid grounding in quantitative methods: statistics, time series analysis, probability theory, and linear algebra
• Proficiency in Python, R, or SQL, with hands-on experience developing, deploying, and maintaining quantitative risk models in production — including parameter configuration, calculation scheduling, and stakeholder-facing output delivery
• Working knowledge of market risk concepts, key metrics, and exchange margin requirements
• Track record of supporting and maintaining production systems in a financial environment
• Strong communication and analytical skills, with the ability to work effectively both independently and as part of a team

Условия

• Experience a modern international technology company without the burden of bureaucracy
• Collaborate with industry-leading professionals, including former employees of Tower, DRW, Broadridge, Credit Suisse, and more
• Enjoy excellent opportunities for professional growth and self-realization
• Work remotely from anywhere in the world with a flexible schedule
• Receive compensation for health insurance, sports activities, and non-professional training
• A proven Fintech global company with an advanced stack and decade of successful trading experience is developing a proprietary platform to trade thousands of instruments across dozens of markets
• The recruiter will disclose all details in person immediately upon response

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