Valuation & IPV Senior Risk Specialist

Leonteq; Lisboa; Presencial; EUR 90 000 - 120 000; Tempo integral

Resumo da oferta

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.

Qualificações

• 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).

Responsabilidades

• 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.

Conhecimentos

Quantitative skills

Analytical skills

English communication

Interpersonal skills

Derivatives knowledge

Risk management

Teamwork

Ferramentas

Bloomberg

Reuters

Python

VBA

Excel

SQL

Databases

Descrição da oferta de emprego

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.