- Market Risk analyst in quantitative projects with focus on FRTB internal and standard model
- Strong experience in pricing derivatives with good knowledge of QuantLib pricing library
- Good experience in commodity market risk in oil trading firm
- Experience in counterparty risk
- Advanced Master's degree in Finance with strong quantitative background
- International experience gained during erasmus programme
- Self-motivated with high degree of adaptability, keen to take position abroad
- Quantitative analysis of methodologies applied in market risk calculation
- In-depth knowledge of FRTB regulation
- Good knowledge of pricing of derivatives (covering equity, interest rate and credit)
- Proficient in C#, Python, Matlab and VBA programming
- Basic knowledge of C++ programming
research & development
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