Quantitative Risk Analyst

Skills

About the Role

In this role, you will support daily risk monitoring and coding activities. You will produce risk and limit reports, review VAR and capital components, assess market developments and positions, and work with trading and control functions to implement timely risk controls.

Requirements

• Bachelor’s or Master’s degree in a quantitative discipline preferred
• Knowledge of crypto and digital asset markets
• Proficiency in Python and C# programming
• Experience in FX and rates markets and derivative products, including vanilla options
• Familiarity with derivative pricing models, exotic derivatives, and complex structured products preferred
• Understanding of market risk processes including VAR, limits, and stress testing
• Analytical, communication, and problem-solving skills
• Ability to collaborate with front office, senior risk managers, and control functions

Responsibilities

• Support daily risk monitoring and coding tasks
• Produce daily risk and limit reports for trading desks, senior management, and regulatory stakeholders
• Review, comment on, and sign off daily VAR and capital components
• Monitor market news, assess positions, and highlight significant daily changes
• Collaborate with trading and structuring teams to implement risk controls and address risk issues
• Build relationships with cross-functional risk, research, development, finance, product control, middle office, technology, compliance, and audit functions

Benefits

• Flexible working arrangements as required