Risk Specialist

Leonteq; Lisboa; On-site; EUR 90,000 - 120,000; Full time

Job summary

Leonteq, a Swiss fintech, invites a senior IPV professional to Lisbon to manage valuation risks across the group and strengthen the IPV framework. You will report to the Head of IPV in Zurich and work with colleagues across locations.

You will verify prices for complex instruments, develop IPV methodology, and drive automation in close collaboration with IT. A leadership role in supervising a junior analyst is included.

Qualifications

• Minimum of 5-7 years of professional experience in Valuation Control, Product Control, Risk Management, or a related control function within an investment banking environment.
• Practical knowledge of the EU Prudent Valuation (PruVal) framework is preferred.
• Strong quantitative and analytical skills.
• Technical knowledge of Derivatives and Exotics in particular.
• Understanding of risk processes.
• Interpersonal skills (internal and external communications and collaboration, high standards for client services).
• Results-oriented with a team player attitude, good organizational skills with a highly driven personality.
• Good written and verbal communication in English.
• Experience with Bloomberg, Reuters (nice to have).
• Good Python, VBA, Excel and databases (SQL) (nice to have).

Responsibilities

• Report to the Head of IPV in Zurich and serve as deputy.
• Verify daily prices and valuations of complex instruments across asset classes.
• Perform and improve the implied correlation IPV.
• Review and develop the IPV methodology to align with best practices and regulatory requirements.
• Lead and contribute to projects and automation of IPV tools in collaboration with IT.
• Review and test new developments.
• Supervise and train a Junior in the IPV Lisbon team.
• Interact with internal and external Auditors.
• Collaborate with Trading, Treasury, MO, IT, Accounting and PM.
• Perform quality checks to ensure bookings and trade capture integrity.
• Perform ad-hoc analysis on risk and valuation topics.

Skills

Quantitative skills

Analytical skills

English communication

Interpersonal skills

Derivatives knowledge

Risk management

Teamwork

Tools

Bloomberg

Reuters

Python

VBA

Excel

SQL

Databases

Job description

Leonteq is a Swiss fintech company and a leading marketplace for structured investment solutions. Combining capital markets expertise with proprietary technology, the company provides access to a wide range of structured investment opportunities.

Entrepreneurial thinking is central to how we work. Expertise is valued, ownership is encouraged, and employees are empowered to actively shape their areas of responsibility. Innovation and continuous improvement are part of daily life, making Leonteq a dynamic and collaborative place to grow your career.

About the role

This is your opportunity to sit at the heart of one of Europe's most innovative structured products firms.

The Independent Price Verification (IPV) team is looking for a high-performing professional in Lisbon to play a key role in managing valuation risks across the Group and strengthening and further developing the IPV framework at Leonteq. The successful candidate will report to the Head of IPV and collaborate with colleagues from the first and second lines across multiple locations.

Our team is made up of passionate and dedicated risk managers who are eager to learn, support each other, and strive for excellence. We foster an environment where we challenge each other constructively, exchange ideas and concerns freely, and maintain a positive, enjoyable work environment.

At Leonteq, we are a leading player in the financial industry, renowned for our innovative approaches, our commitment to excellence and our entrepreneurial spirit. Our organisational values people together, passion, dedication, quality and expertise are our guiding north star.

What you'll do

• Report to the Head of Independent Price Verification (IPV) in Zurich and serve as his deputy
• Verify the daily prices and valuations of complex financial instruments across all major asset classes – equities, commodities, precious metals, FX, crypto assets, rates, fixed income, and credit
• Perform and improve the implied correlation IPV
• Review and further develop the IPV methodology and framework to align with industry best-practice and regulatory requirements
• Lead and contribute to specific projects, working groups, developments, improvements, and further automation of the IPV tools and processes in close collaboration with IT
• Review and test new developments
• Supervise and train a Junior in IPV Lisbon team
• Interact with internal and external Auditors
• Collaborate closely with Trading, Treasury, Middle Office, IT, Accounting and Project Management
• Perform quality checks to ensure integrity of bookings and trade capture
• Perform ad-hoc analysis on various risk and valuation related topics

What you'll need

• Minimum of 5-7 years of professional experience in Valuation Control, Product Control, Risk Management, or a related control function within an investment banking environment
• Practical knowledge of the EU Prudent Valuation (PruVal) framework is preferred
• Strong quantitative and analytical skills
• Technical knowledge of Derivatives and Exotics in particular
• Understanding of risk processes
• Interpersonal skills (internal and external communications and collaboration, high standards for client services
• Results-oriented with a team player attitude, good organizational skills with a highly driven personality
• Good written and verbal communication in English

Nice to have

• Experience with Bloomberg, Reuters
• Good Python, VBA, Excel and databases (SQL)