We are looking for a Market Risk Analyst to join a leading global financial institution's Risk Systems division in Lisbon. This is not just a reporting role—it is a mission-critical position where financial engineering meets industrial-scale technology. You will sit at the heart of risk control, ensuring the integrity of capital market activities across the globe.
The Tech & Risk Stack:
Metrics: VaR (Value at Risk), Expected Shortfall, Stress Testing, Greeks/Sensitivities, CVA, and Reserves.
Asset Classes: Heavy focus on Equity Derivatives and Commodities.
Systems: SQL (Database Management), Risk Modeling Engines (SIGMA), and industrial-scale risk calculation platforms.
Data: Expertise in explaining P&L explain/attribution and risk factor movements.
What You'll Do:
Control the Engine: Produce and validate daily risk indicators (VaR, Sensitivities, Counterparty Exposure) ensuring they are accurate and delivered within tight market deadlines.
Deep-Dive Analysis: Explain complex risk figures and their evolution to Risk Managers and Front Office traders. You are the bridge between raw data and actionable insight.
System Innovation: Collaborate with the SIGMA and Risk Systems teams to industrialize risk processes and integrate new financial products into the calculation chain.
Strategic Support: Act as a functional expert for system users worldwide (NY, London, Hong Kong), providing training and troubleshooting for complex risk calculations.
Global Collaboration: Partner with Feed Management and Technical Support to ensure the seamless flow of market data through the risk infrastructure.
Who You Are:
The Profile: You hold a Master's degree in Finance, Financial Engineering, or Computer Science. We are open to all seniority levels, from promising juniors to seasoned risk experts.
The Expert: You have a solid grasp of financial derivatives and the mathematical models used to price them.
Data-Fluent: You are comfortable querying databases with SQL and have a natural appetite for Information Systems.
The Troubleshooter: You possess a "detective" mindset. When a VaR figure looks off, you dive into the Greeks and market data to find out why.
Collaborative: You thrive in international environments and can communicate complex technical concepts to diverse stakeholders.
Why Join Us?
Market Exposure: Gain unique, 360-degree exposure to a massive range of vanilla and exotic financial products.
Hybrid Flexibility: Enjoy a modern work regime in our Lisbon hub that balances office collaboration with remote flexibility.
Global Impact: Work for a premier Eurozone bank with a footprint that spans the world's major financial centers.
Growth: Benefit from a structured career path in a transversal function that is central to the bank's safety and strategy.
Ready to master the markets? Apply now.
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