Company description:

HRO Personnel is a Human Resources service provider operating under number 6696. We are working as a recruitment provider searching on our Clients behalf for a person in the following role:

Market Risk Junior Quantitative Analyst


  • Assess and validate performance of risk models using real world data
  • Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation
  • Identify areas for improvements, automation and enhanced controls
  • Document enhancements in accordance with the on-shore standards
  • Articulate our modelling approach to internal and external stakeholders in a non-technical language
  • Assist in the on-going application of the models in a business-as-usual risk management framework


  • 0 – 1 years experience in roles involving quantitative finance
  • Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finance or related disciplines
  • Strong analytical skills
  • any experience in market risk analysis is a plus
  • Good understanding of statistics, linear algebra, analysis
  • Excel and VBA skills are a pre-requisite
  • Familiarity with sophisticated tools for numerical analysis (eg. Mathematica, Matlab, Python)
  • Basics of market risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)
  • Professional qualifications such as FRM/PRM/CFA Levels are a plus

The offer:

  • Good start of a professional career in of the biggest financial and banking institution worldwide
  • Stable job and full-time contract
  • Employees’ benefits: private medical and dental health care, Multisport Card, life insurance and many others
  • At least 3-month of the job training.