Senior Risk Quantitative Analyst | Risk

YouTube; Porto; Presencial; EUR 60 000 - 90 000; Tempo integral

Resumo da oferta

YouTube is seeking a Risk Quantitative Analyst within the Enterprise Risk Management (ERM) department to monitor risk models across Credit, Market, and Counterparty risk in an international setting.

You will optimize monitoring tools, conduct backtests, present results to committees, and coordinate with Validation teams in Paris, calibrating models as needed. This role lives at the heart of an international community that values excellence, impact, and collective action.

Descrição da oferta de emprego

ROLE AND MISSIONS

Within the Risk Division, the "Enterprise Risk Management" (ERM) department is notably responsible for the definition and development of all risk models:Market, Credit, Counterparty, and Operational Risks.IFRS9 Provisions.Fair Value Adjustments and AVA (Additional Valuation Adjustments).Stress Tests.Economic Capital.

As a Risk Quantitative Analyst, you will be responsible for monitoring the performance of risk measurement methodologies and models (Credit, Market, and Counterparty) in a dynamic international environment, fostering constant communication with Risk Experts and the Front Office.

As part of your daily responsibilities, you will be required to:

• Monitor the performance of internal models in compliance with the procedures established by ERM Paris and supervisor guidelines.
• Optimize analysis tools and methods to ensure increased efficiency during model monitoring, particularly through regular backtesting exercises.
• Present performance monitoring results at Model Ongoing Monitoring committees both within GFS and at the BPCE Group level.
• Ensure procedures are kept up to date and coordinate the review of backtesting results with the Validation teams, in collaboration with quantitative analysts based in Paris.
• Perform the necessary calibrations following the conclusions of the backtesting exercises.

You will work in an international environment, within a community of experts that places excellence, impact, and collective action at the heart of everything it does.