Preparing his new area of RISK in Lisbon, our client, an international corporate and investment banking is now recruiting a Data Protection Coordinator.
ROLE AND RESPONSIBILITIES
Fulfill the mission statement of RISK GM Market Risk Transversal team by taking ownership of the data analysis, monitoring and reporting of various market indicators and liquidity metrics and of the calibration, analysis, monitoring and reporting of the related market risk metrics and valuation adjustments related to the financial instruments traded by Global Markets.
Responsibilities
Monitoring, production and reporting of reliable and accurate analysis in a timely manner
Perform analysis of pricing information when required to and use the analysis to calibrate various inputs to valuation adjustments methodologies.
Propose initiatives to automate calculation, analysis and reporting tasks and implement them.
Propose and develop methodologies for topics under responsibility
Autonomously manage individual projects discussing progress with more experienced team members.
Provide relevant quantitative facts based on data to review and challenge risk analysis from Global Markets.
Inform relevant internal or external stakeholder for specific enquiries related to an analysis, a methodology or a data set.
Propose improvements to individual tools, methodologies and analysis under responsibility.
PROFILE
Quantitative fundamentals from relevant qualification.
A minimum of a Master?s degree from a well-recognised university in Engineering, Financial Engineering, Finance, Maths, Sciences, Economics, Econometrics or related discipline is expected.
One or several successful hands-on experiences in the financial industry in quantitative or data analysis fields.
Demonstrable experiences with Excel, Power BI and Python or R (Python preferred)