Description:
We are looking for a candidate who supports Finance and Risk analytics workstreams with a mix of quantitative analysis, Murex risk/VaR knowledge, automation, and data management. The ideal candidate can work in a banking environment, automate manual processes, validate outputs, and deliver clear reporting and insights to stakeholders.
Key Responsibilities:
Perform VaR-related analysis (confidence levels, correlation analysis, outlier/scenario checks, analytical comparisons).
Build and enhance automation for data extraction, data management workflows, and quality checks to reduce manual effort and errors.
Translate business questions into analysis, document approach/results, and communicate findings clearly to stakeholders.
Conocimiento de metricas de riesgo: sensibilidades Delta, Gamma, etc
Required Qualifications (Must-Haves):
3+ years (or equivalent) experience in finance/risk analytics, quant analytics, or data analytics in financial services.
Strong Python with Data analytics
Experience with process automation and data quality validation.
Spanish (native) and English (fluent).
Strong Excel / MS Office.
Preferred / Nice-to-Haves
Leader. minimun 1 person and strong communication with client.
Hands-on exposure to Murex and Full Reval / risk engines.
Nice to have : Support Murex risk analytics initiatives (including Full Reval) and related validation work.
Experience with price curve construction and cross-system deployment.