Quantitative Risk Analyst
Indigroup is executive and specialist search company, whose quality of services is becoming a benchmark in Baltic states. Our client – Stokex Financial Technologies is looking for a passionate and creative Quantitative Risk Analyst with a particular focus on incorporating multiple strategies into an optimal portfolio.
Stokex is small, agile and technology-driven team building statistical and mathematical models using vast data sets and cutting-edge technology. In order to help us gain an edge in the financial markets the successful candidate should both be willing to look at data utilization creatively and have a strong quantitative background. Stokex offers a supportive, sociable environment filled with bright and driven individuals. More on stokex.com
6 people research team in Vilnius office
The goal is to deliver a cutting edge product to US market
Stokex is a part of large internationally operating group of companies
"We choose to do things, not because they are easy, but because they are hard"
Description
- Quantify risk and aggregate exposures by utilising mathematical/statistical models and industry best practices
- Developing stress-tests for the strategies
- Contributing to the construction of the aggregate portfolio by combining multiple strategies
- Analysing and challenging of back-test results for different strategies
- Model stress testing and robustness analysis
Company offers
- International work environment: the product will applied in the US market with the help of a young, talented and enthusiastic team
- A connected team: You will join a small team of Machine Learning/Deep Learning experts who are looking to transform technology
- Flexible work environment: Feel free to chose to work in a spacious and cozy offie in Vilnius city centre as well as an ability to work remotely
- Gross salary starting from 5000 EUR + KPI based bonuses
Requirements
- MSc/PhD in mathematics, statistics, finance or similar field
- Extensive experience in actuarial methods and other risk modelling techniques
- Experience in standard ML toolkit: (logistic) regression, SVM, RF etc.
- Experience in modelling extremely rare events
- Ability to write production level code in Python and R
- Proficiency in querying big datasets via a SQL dialect and visualising them
- Genuine interest in recent developments in actuarial sciences and their applications
- Ability to engage in constructive criticism, attention to detail and a knack for expecting the unexpected
- Strong communications skills, ability to thrive in collegiate team environment, resilient mindset
Contact information
Ramūnas Volkovas
+370 677 44543
ramunas@indigroup.lt
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