Junior Risk Analyst, Integrated Risk Management
New
P
Plata CardBanking risk
Location: Worldwide; remotely within time zones from GMT-2 to GMT+5, GMT-2 to GMT+5Full-TimeJunior
Salary not disclosed
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Job Details
- Languages
- B2 or higher English level
- Experience
- Previous work experience is optional.
- Required Skills
- PythonSQLNumpyPandas
Requirements
- Education in mathematics, computer science, physics, or economics with a strong quantitative focus.
- Strong knowledge of probability and mathematical statistics.
- Algorithmic thinking and the ability to translate a problem into code.
- Basic SQL and Python skills, including familiarity with NumPy and pandas.
- Understanding of fundamental accounting principles.
- B2 or higher English level.
- Previous work experience is optional; graduates with a strong quantitative background are welcome.
- Financial markets, options, swaps, forwards, and financial mathematics involving stochastic processes are bonus skills.
- Experience in market risk, liquidity risk, asset and liability management (ALM), or banking regulatory risk is a bonus.
- FRM or CFA qualifications are bonus skills.
Responsibilities
- Develop and maintain market and liquidity risk models, including VaR, LaR, and stress tests, using statistical and mathematical methods on financial data and time series.
- Support capital adequacy calculations and capital planning.
- Contribute to the risk appetite framework, translate it into risk limits, and monitor market and liquidity risk metrics against those limits.
- Help design and document risk methodologies in line with Mexican and Basel requirements and the characteristics of financial instruments.
- Use SQL and Python to automate risk calculations, reporting, and dashboards using DWH data.
- Investigate deviations in risk metrics, analyze their drivers, and communicate findings to stakeholders.
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