Quantitative Market Analyst

2 meses atrás


São Paulo, Brasil Ebury Tempo inteiro

Your responsibilities for this role will be:

  1. Conduct quantitative research with both financial risk modelling and statistical models to measure liquidity constraints and counterparty risk in FX derivatives and structured products.
  2. Assist in developing and back-testing of Monte Carlo stochastic models for FX portfolio liquidity stress tests in Python.
  3. Develop portfolio market risk and credit risk management models to assess portfolio risk tolerance


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