Risk and Data Analytics Junior Analyst

Job Description

Risk and Data Analytics Junior Analyst (m/f/d)

Your Key Responsibilities

• Provide back up support for daily risk reporting (VaR, Margin At Risk (MaR), stress testing, Greeks, etc.).
• Support and improve risk reporting cycle (data source structures, production process, early delivery of critical reports, etc.).
• Ensure the four-eyes principle is applied.
• Improve current reconciliation structure, develop validation and quality controls with new data models to increase transparency.
• Support projects for maintenance, automatization, and enhancement of Reporting Dashboard and Risk Libraries.
• Support development and enhancement of risk analytics capabilities, including VaR, Exposure Modelling, Margin at Risk (MaR), Cash Flow at Risk (CFaR).
• Mine, build, scale up, and optimize data solutions for position, price, and risk metrics.
• Develop and maintain data models, SQL queries, and Python-based analytics.
• Design and implement technical (data mining) solutions that expand and improve existing capabilities.

• We are looking for an analyst who is experienced in data field and has a desire to grow in risk analytics
• Bachelor’s or Master’s degree in Data Science, Computer Science, Statistics, Quantitative Finance, Finance or related quantitative discipline.
• Strong analytical, data manipulation and problem-solving skills are essential
• Can do attitude, well-developed communication skills
• Attention to detail and curiosity
• Exposure to analytics would be an advantage
• Strong analytical and problem-solving skills, SQL skills and experience working with relational databases.
• Experience with Power BI, Power Automate, Git,batch-scripting, and PowerShell.

• Proficiency in Python programming.
• Experience of automation and databricks is an advantage.
• Knowledge of derivatives, statistics, simulation, risk metrics.