Senior Quantitative Analyst – Model Validation
Tasks
- Analyze collateral legal contracts
- Backtest model performance
- Build market data curves
- Calculate market risk sensitivities
- Ensure alignment with EBA RTS
- Generate historical P and L vectors
- Validate SIMM model
- Value financial derivatives
- Write technical reports in English
Perks/Benefits
- Childcare support
- Hybrid work
- Language training
- Meal vouchers
- Medical insurance
- Paid time off
- Team events and sports
- Technical certification support
Skills/Tech-stack
Backtesting | Collateral Management | Derivatives Valuation | EBA RTS | EMIR regulation | Greek calculations | Interest Rate | Interest rate curves | LaTeX | Market Data | Market Risk | Murex | Python | Rate Curves | Risk sensitivities | SIMM
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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