Model scrisoare de intentie. Descarca modele pregatite de specialisti dn care merita sa te inspiri
Quantitative Risk Analyst
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Employer: | LSEG Romania |
Domain: |
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Job type: | full-time |
Job level: | 1 - 5 years of experience |
Location: |
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Updated at: | 27.04.2020 |
Remote work: | On-site |
Responsibilities
• Validate models with focus on securitization (e.g. MBS), margining and rating models on LSEG’s proprietary software platforms (such as YieldBook), and apply data-analytic techniques to detect and quantify risk.
• Design independent testing functionality for prepayment and loss projections and risk sensitivities derived by the in-house securitization models.
• Develop benchmarking tools and models.
• Contribute to all aspects of model risk control; identify model issues, design risk’s own ongoing performance assessment, provide high quality model validation documentation and model risk reporting.
• Contribute to establishing LSEG model governance framework.
• Assist senior risk and business management in all aspects of model risk.
• Support platform for data science in AWS.
Skills & Experience
• PhD or MS degree in Applied Mathematics, Finance, Statistics, Physics, Engineering or similar.
• Good coding skills within a professional environment, Python preferred.
• Motivated in learning financial mathematics.
• Strong analytical and problem-solving skills, good attention to detail, solid writing skills.
• Nice to have: up to 3 years’ experience in ideally Model Validation, Front Office Quant or Risk Quant role in rates or securitized products.
• Nice to have: quant experience in interest rates pricing models and interest rate curve construction methodologies, understanding of prepayment and loan loss forecasting modelling.
We are looking for intellectually curious people, passionate about the bigger picture of how technology industry is evolving, ready to ask difficult questions and deal with complicated scenarios. If you are creative and a problem solver, this is the place to be as will be supporting you to fast-forward your career.
We maximise each employee’s potential through personal development and through a wide range of learning tools both formal and informal. We believe that remunerating our people with competitive salaries and a range of attractive benefits such as:
- Pillar 3 Supplemental Pension
- 25 days’ holiday a year
- Private medical insurance
- Group life insurance policy
- Meal vouchers
- Share Purchase Plan
- Volunteering Days
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