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


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"


  • 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


  • 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

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