Risk Analyst Junior/Junior+ [Integrated Risk Management]

5 дн. назад

Страна неизвестнаJunior

sqlpythonvarstress testingcapital adequacy

Junior Risk Analyst focusing on market and liquidity risk, developing risk models, and supporting risk management in a financial institution.

We are looking for a Junior Risk Analyst to join our Integrated Risk Management team, focusing on market risk and liquidity risk.
Working within the bank’s second line of defense, you will help assess financial risks and monitor the bank’s ability to meet its obligations. You will apply mathematics, probability, and statistics to problems involving uncertainty, financial instruments, and market movements.
Previous work experience is optional. We welcome graduates with a strong quantitative background, an interest in financial markets, and the ability to approach unfamiliar problems logically.

Education in mathematics, computer science, physics, or economics with a strong quantitative focus
Strong knowledge of probability and mathematical statistics
Algorithmic thinking and the ability to translate a problem into code
Basic SQL and Python skills, including familiarity with NumPy and pandas
Understanding of fundamental accounting principles
B2 or higher English level for effective communication with an international team
Independence, self-organization, and an interest in developing expertise in financial risk

Understanding of financial markets, options, swaps, forwards, and financial mathematics involving stochastic processes
Experience in market risk, liquidity risk, asset and liability management (ALM), or banking regulatory risk
FRM or CFA qualifications

Relocation support to Georgia with assistance for the employee and their family
Flexible work from one of our offices or remotely within time zones from GMT-2 to GMT+5
Healthcare Coverage
Education Budget: Language lessons, professional training and certifications
Wellness Budget: Mental health and fitness activity reimbursements
Vacation Policy: Annual leave and paid sick leave as per applicable policies

Develop and maintain market and liquidity risk models, including VaR, LaR and stress tests, applying statistical and mathematical methods to financial data and time series
Support capital adequacy calculations and capital planning
Contribute to the risk appetite framework, translate it into risk limits, and monitor market and liquidity risk metrics against them
Help design and document risk methodologies in line with Mexican and Basel requirements, accounting for the characteristics of financial instruments
Use SQL and Python to automate risk calculations, reporting and dashboards using DWH data
Investigate deviations in risk metrics, analyze their drivers, and communicate findings clearly to stakeholders to support risk management decisions
Innovative Spirit: A commitment to creativity and groundbreaking solutions
Honest Feedback: valuing open, transparent communication
Supportive Team: a strong, collaborative community
Celebrating Achievements: recognizing our wins together
High-Tech Environment: a team full of smart and revolutionary people who dare to challenge the status quo of incumbent finances