Quantitative Financial Risk Manager at Convera

Convera is seeking a Quantitative Financial Risk Manager to join their Financial and Regulatory Risk team. This role is critical in helping management understand and manage financial and regulatory risks through quantitative and qualitative assessments. The Quantitative Financial Risk Manager will enable informed decisions, efficient resource allocation, and effective risk mitigation. The role involves detailed quantitative analyses on financial risks, supporting the ICARA report, integrating with the global framework, maintaining financial risk registers, and providing risk interpretation.

Responsibilities include:

• Performing detailed quantitative analyses on financial risks.
• Supporting ICARA report with Capital Risk evaluation using internal Risk models using R-Code.
• Ensuring integration with the Enterprise-level risk management framework.
• Maintaining financial risk registers and produce risk reporting.
• Providing practical interpretation, application, and mitigation of risk.
• Delivering strategic projects to enhance the company risk culture.

Requirements:

• Minimum of 5-7 years of experience in consumer financial services, with 3+ years in quantitative risk management or consultancy.
• Proficiency in quantitative analysis and risk modeling using R and/or Python.
• Comprehensive understanding of FX Hedging /payment products, services, and operations.
• Strong analytical and project management skills.
• FRM/PRM or CFA Certification is a plus.

Convera offers:

• Market competitive monthly gross salary starts of 4,500 EUR.
• Opportunity to earn an annual bonus.
• Career growth and development opportunities in a global organization.
• A flexible approach to work (6-10 days per month in the office)
• Generous insurance (health, disability, life).
• Paid holidays, time-off, and leave policies for life events.
• Work from abroad Policy.
• Paid volunteering opportunities (5 days per year).