Senior Sensitivities & VaR Expert – Market Risk Leadership

Talan Group; Málaga; Presencial; EUR 70.000 - 100.000; Jornada completa

Descripción de la vacante

A leading international consulting firm in Spain is seeking an Expert in Sensitivities & VaR to join a major banking client's risk management team. You will measure and monitor market risk across various asset classes while collaborating with quantitative teams and technology stakeholders. The ideal candidate has strong experience in market risk and a relevant degree. This full-time role offers competitive compensation and opportunities for professional development.

Servicios

Continuous training and professional development

Competitive compensation package

Formación

• Strong professional experience in market risk, sensitivities, and VaR methodologies.
• Experience collaborating in Agile environments using Jira.
• Familiarity with financial products including derivatives.

Responsabilidades

• Calculate and validate market risk sensitivities.
• Produce and review daily VaR metrics.
• Participate in UAT cycles and risk model testing.

Conocimientos

Market risk frameworks

VaR methodologies

Analytical skills

Communication

Python

SQL

Educación

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

Herramientas

Jira

Excel/VBA

Murex

Summit

Descripción del empleo

A leading international consulting firm in Spain is seeking an Expert in Sensitivities & VaR to join a major banking client's risk management team. You will measure and monitor market risk across various asset classes while collaborating with quantitative teams and technology stakeholders. The ideal candidate has strong experience in market risk and a relevant degree. This full-time role offers competitive compensation and opportunities for professional development.