Quantitative Risk Analyst
Tasks
- Calculate fair value
- Coordinate with model validation finance and ALM
- Develop and maintain hedge accounting Python model
- Maintain model documentation
- Model hedge relationships
- Perform model monitoring
- Support audits and model validation
- Test hedge effectiveness
- Translate accounting requirements into rules
- Update methodology based on macroeconomic and portfolio developments
Perks/Benefits
- 32 holidays
- Company phone
- Excellent office facilities
- Excellent pension scheme
- Grow to Make a Difference program
- Home office voucher
- Hybrid work from home
- In house learning offering
- Internet allowance
- Laptop
- NS Business Card first class
- Ownership and initiative
- Personal development budget
- Professional development budget
- Sports and leisure days
- Travel expenses
- Vitality program
Skills/Tech-stack
ALM | Hedge Accounting | IAS 39 | IFRS9 | Interest Rate | Interest rate products | Model Validation | Python | Valuation
Education
N/A
Roles
Regions
Countries
States
Cities
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