Quantitative Risk Analyst
WHO WE ARE
- efficient,
- linked pension products with guarantees.
Leonteq generated turnover of CHF 27. 6 billion and posted total operating income of CHF 238. 5 million in 2024. As of 31 December 2024, Leonteq's shareholders' equity totalled CHF 803. 8 million.
Leonteq has an investment grade rating from the rating agencies Fitch Ratings Ltd. and Japan Credit Rating Agency, Ltd. , who have evaluated and assigned ratings to Leonteq AG and Leonteq Securities AG, respectively. Furthermore, Leonteq has ESG ratings from both MSCI as well as Sustainalytics.
Leonteq is listed on the SIX Swiss Exchange (SIX: LEON) and is a securities firm regulated by the Swiss Financial Market Authority FINMA and is a member of the Swiss Structured Product Association.
Founded in 2007, Leonteq today has offices and subsidiaries in 13 countries, through which it serves over 50 markets. The company employs over 500 professionals from more than 50 nationalities around the world and brings a young, dynamic and diverse workforce to the global fintech market. Leonteq's Portugal branch opened in October 2021 and is part of Leonteq's initiative to support business growth with the employment of up to 100 designated roles along the entire value chain.
About the role
Model risk is the risk of financial loss due to inappropriate model assumptions or inadequate model usage.
In Leonteq’s business, significant model risks may arise when models are used to value financial securities and to calculate hedge ratios or when models are used to address regulatory requirements.
In this extensive role, you will cover a broad range of activities and knowledge areas as you will be involved with aspects of model validation in close collaboration with other Risk Control members and departments outside Risk Control, such as Quantitative Analytics, Trading and Structuring.
At Leonteq, we are a leading player in the financial industry, renowned for our innovative approaches, our commitment to excellence and our entrepreneurial spirit. Our organisational values people together, passion, dedication, quality and expertise are our guiding north star.
What you'll do
- Validation of valuation models and regulatory models, including testing and documentation efforts
- Evaluation of models’ conceptual aspects and their implementation, data sources and best market practices
- Review and approval of pricing library releases
- Contributions to Leonteq’s model risk framework
- Contribution to automation and efficiency by finding opportunities to enhance reporting and analysis systems, and collaborating closely with IT departments
- Maintenance of controlled and documented processes
- Review of pricing scripts for special transactions and approval of such trades
- Independent price and model parameter verification
What you'll need
- Degree with strong quantitative background (physics, mathematics, computer science, financial mathematics, etc)
- Understanding of derivatives and financial markets
- Preferably, knowledge of quantitative finance and stochastic calculus
- Willingness to analyse problems and work with considerable accurateness
- Ability to learn new concepts and tools
- Results-oriented team player with strong interpersonal skills (communication, collaboration, client focus)
Nice to have
- Relevant experience in banking / insurance environment
- Familiarity with programming (Python, VBA, SQL)
Why you'll love working here
- Experience the dynamics of a leading fintech company
- Possibility to work with domain experts and learn from them directly
- Work in modern facilities at an exceptional location
About the role
Model risk is the risk of financial loss due to inappropriate model assumptions or inadequate model usage.
In Leonteq’s business, significant model risks may arise when models are used to value financial securities and to calculate hedge ratios or when models are used to address regulatory requirements.
In this extensive role, you will cover a broad range of activities and knowledge areas as you will be involved with aspects of model validation in close collaboration with other Risk Control members and departments outside Risk Control, such as Quantitative Analytics, Trading and Structuring.
At Leonteq, we are a leading player in the financial industry, renowned for our innovative approaches, our commitment to excellence and our entrepreneurial spirit. Our organisational values people together, passion, dedication, quality and expertise are our guiding north star.
What you'll do
- Validation of valuation models and regulatory models, including testing and documentation efforts
- Evaluation of models’ conceptual aspects and their implementation, data sources and best market practices
- Review and approval of pricing library releases
- Contributions to Leonteq’s model risk framework
- Contribution to automation and efficiency by finding opportunities to enhance reporting and analysis systems, and collaborating closely with IT departments
- Maintenance of controlled and documented processes
- Review of pricing scripts for special transactions and approval of such trades
- Independent price and model parameter verification
What you'll need
- Degree with strong quantitative background (physics, mathematics, computer science, financial mathematics, etc)
- Understanding of derivatives and financial markets
- Preferably, knowledge of quantitative finance and stochastic calculus
- Willingness to analyse problems and work with considerable accurateness
- Ability to learn new concepts and tools
- Results-oriented team player with strong interpersonal skills (communication, collaboration, client focus)
Nice to have
- Relevant experience in banking / insurance environment
- Familiarity with programming (Python, VBA, SQL)
Why you'll love working here
- Experience the dynamics of a leading fintech company
- Possibility to work with domain experts and learn from them directly
- Work in modern facilities at an exceptional location
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- Informações detalhadas sobre a oferta de emprego
Empresa: Leonteq AG Localização: Lisboa
Lisboa, Lisboa, PortugalPublicado: 14. 9. 2025
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