ECCO Sko A/S
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Job ad: Quantitative Risk Analyst
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Quantitative Risk Analyst
Do you want to influence Maersk Tankers approach to risk modelling and valuation? Do you want to impact commercial decisions by providing quantitative analysis and insights to leadership?
You will collaborate with derivative traders and is part of developing risk- and valuation tools for structured products. You will be responsible for developing and promoting our risk models (VaR, CFaR, ETL). You will validate and complete daily risk calculations and reports. Furthermore, the tasks below will be part of the role:
- Valuation of optionality
- Back-testing & stress testing
- Advisory Services for commercial management
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