Quantitative Risk Manager - Remote

Overview

The Quantitative Risk Manager, part of Convera's Financial and Regulatory Risk team, will play a crucial role in helping management understand and manage financial and regulatory risks through quantitative and qualitative assessments, enabling informed decisions, efficient resource allocation, and effective risk mitigation.

In Short

• Perform detailed quantitative analyses on financial risks using statistical and mathematical models.
• Support ICARA Report and perform Capital Risk evaluation based on internal Risk models using R-Code.
• Ensure integration of the financial risk management program within the Enterprise-level risk management framework.
• Maintain financial risk registers and produce risk reporting.
• Provide practical interpretation and mitigation of risk across the organization.
• Deliver strategic projects to enhance the company risk culture.
• Perform other duties as assigned.

Requirements

• 5-7 years of experience in a complex consumer financial services organization.
• At least three years in quantitative risk management or consultancy.
• Proficiency in quantitative analysis and risk modeling using R and/or Python.
• Comprehensive understanding of FX Hedging/payment products.
• Strong analytical skills for analyzing business risk issues.
• Good project management skills.
• FRM/PRM or CFA Certification is a plus.

Benefits

• Market competitive monthly gross salary starts of 4,500 EUR.
• Opportunity to earn an annual bonus.
• Great career growth and development opportunities.
• Flexible approach to work (6-10 days per month in the office).
• Generous insurance (health, disability, life).
• Paid holidays and time-off policies for life events.
• Work from abroad Policy.
• Paid volunteering opportunities (5 days per year).