Risk Specialist – Data Analyst

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Our Client is a leader in banking and financial services that can offer you an exciting and truly global career. This group is one of the euro zone’s leading banks, strongly positioned in its two core businesses – Retail Banking, Corporate & Institutional Banking – with presence all around the world.

RISK presentation


  • To advise the Bank on risk appetite definition
  • To contribute as an objective “second pair of eyes” that risks taken on by the Bank align with its policies
  • To report and alert Bank Management of the status of risks to which the Bank is exposed
  • To contribute to the development and growth of the risk culture within the Group.


  • Accompany the Group’s development with a business-minded spirit
  • Provide a fast, complete and reliable information on our risk profile
  • Offer high quality risk management expertise to the Group’s stakeholders
  • Foster risk anticipation and position RISK as a prospective watchtower
  • Prepare the Group for high and higher regulatory expectations

The Team

Specifically, this role will be within the Market Risk industrialization team responsible for the rationalization, harmonization and industrialization of Market Risk processes and methodologies. This role will require a dynamic problem-solving approach to achieve real added value via the re-engineering, improvement and streamlining of processes and methodology implementations via a variety of technologies (R, Python, Excel VBA…). Initiative will be needed in proposing innovative solutions for achieving concrete gains in terms of process improvement.

Concretely, the initial focus will be on Fair Value Reserve (FVR) and Prudent Value Adjustment (PVA) methodologies and their associated processes.

This Market Risk industrialization team reports to the Head of RISK GM Quantitative Team, based in London. The role will require close coordination with the RISK GM Market Risk teams globally, including the market risk analysis teams (“GBL Market Risk”) and valuation model risk team (“Quantitative Team”), and also locally with the Global Markets Quantitative Research team (Front Office team responsible for model development).

Key Responsibilities

  • Analyse and re-engineer processes around FVR/PVA calculation, charge calibration and sourcing of data in order to improve harmonization, gain efficiency and reduce operational risk.
  • Centralize the storage, maintenance and update of methodologies and their documentation.
  • Improve, harmonize and maintain the methodology inventory, cartography and mapping.
  • Manage the methodology annual reassessment process and own the central log of events, reassessment schedule and results.
  • Coordinate and prioritize FVR/PVA-related topics among RISK GM teams.
  • Drive harmonization, best practice and the adoption of up-to-date technologies across subjects linked to FVR/PVA.



  • Graduate in relevant subject (e.g. Computer Science, Finance, Mathematics, Sciences)


  • 1-3 years’ experience


  • Strong quantitative skills.
  • Excellent problem solving skills and initiative.
  • Relevant expertise in computing/data science techniques and technologies.
  • Ability to work autonomously.
  • Comfort with R and Python sought.
  • Experience in other relevant technologies and computing languages a positive.
  • Experience in data visualization also a positive.

Location: Lisbon/ full time

Please send your CV IN ENGLISH.

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