Stokex Financial Technologies is looking for a Quantitative Risk Analyst with a focus on incorporating multiple strategies into an optimal portfolio.
We are 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 be willing to apply risk management practices and methods to combine existing models into a well-managed strategy and portfolio. Stokex offers a supportive, sociable environment filled with bright and driven individuals.
Responsibilities
- 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
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
