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Quantitative Risk Analyst
il y a 1 mois
The Council of Europe Development Bank is seeking a highly skilled Quantitative Risk Analyst to join its Financial Risk Division. The successful candidate will be responsible for developing and implementing financial models to measure and manage risk, with a focus on market risk and capital adequacy.
The ideal candidate will have a strong background in financial mathematics and statistics, with experience working with programming languages such as Python or R. They will also possess excellent analytical and problem-solving skills, with the ability to learn quickly and work effectively in a team.
The role will involve developing macro financial forecasting models, calculating fair value of derivatives, and reconciling derivative valuations with counterparties. The successful candidate will also be responsible for calculating IFRS13 reserves on derivatives and loan loss provision under IFRS 9 norm.
The Council of Europe Development Bank is an equal opportunities employer and welcomes applications from all qualified candidates. The successful candidate will be required to have a strong understanding of financial markets and instruments, as well as excellent communication and teamwork skills.
Key Responsibilities:
- Develop and implement financial models to measure and manage risk
- Calculate fair value of derivatives and reconcile derivative valuations with counterparties
- Calculate IFRS13 reserves on derivatives and loan loss provision under IFRS 9 norm
- Develop macro financial forecasting models
Requirements:
- Strong background in financial mathematics and statistics
- Experience working with programming languages such as Python or R
- Excellent analytical and problem-solving skills
- Ability to learn quickly and work effectively in a team
