We are looking to help one of our clients from Southern Europe build a squad within the market risk space.

This squad should have all the functional and technical capabilities required to execute all requests from the market risk departments, with a focus on the metrics cycle.

• sensitivities analysis

• Value at Risk (VaR) analysis

• Full Reval and SHAT model implementation

• Limits control and management.

• Collaborate with business stakeholders and clients to define new changes, enhancements, and proposals.

• Participate in functional workshops, requirement-gathering sessions, and decision-making processes.

• Analyze existing application functionalities and identify opportunities for improvement.

• Design and implement technical solutions aligned with business requirements.

• Ensure quality and maintainability of code through best practices and standards.

• Provide support for complex application components and troubleshoot issues as needed.