Hybrid VaR & Market Risk Sensitivities Expert

Talan; Málaga; Híbrido; EUR 60.000 - 80.000; Jornada completa

Descripción de la vacante

A leading consulting firm in Spain is seeking an Expert in Sensitivities & VaR to join a major international banking client. The role involves measuring and validating market risk across asset classes, close collaboration with quantitative analysts, and leading risk-related initiatives. The ideal candidate has strong experience with financial derivatives, knowledge of VaR methodologies, and proficiency in Python and SQL. This position offers a hybrid work model and a competitive compensation package.

Servicios

Competitive compensation package

Continuous training and professional development

Hybrid work model

Formación

• Strong professional experience in market risk and VaR methodologies.
• Proven background working with financial derivatives and products.
• Experience with UAT testing and data quality checks.

Responsabilidades

• Calculate and validate market risk sensitivities across asset classes.
• Produce and review daily VaR metrics.
• Participate in process validation and model testing.
• Lead risk-related initiatives and process improvements.

Conocimientos

Market risk sensitivities

VaR methodologies

Python

SQL

Excel / VBA

Data integrity

Communication

Educación

Bachelor’s or Master’s degree in Finance, Economics, Engineering, Mathematics or similar

Herramientas

Jira

Murex

Summit

Descripción del empleo

A leading consulting firm in Spain is seeking an Expert in Sensitivities & VaR to join a major international banking client. The role involves measuring and validating market risk across asset classes, close collaboration with quantitative analysts, and leading risk-related initiatives. The ideal candidate has strong experience with financial derivatives, knowledge of VaR methodologies, and proficiency in Python and SQL. This position offers a hybrid work model and a competitive compensation package.