Avenir Group
Key Responsibilities:
- Assist in identifying and quantifying financial risks through data analysis and quantitative modeling.
- Conduct stress tests and scenario analyses to evaluate how different market conditions impact the firm's risk exposures.
- Develop and implement Python-based risk models and simulations to support risk measurement and management.
- Collaborate with senior risk analysts to design and execute stress testing frameworks for various asset classes.
- Monitor risk metrics and identify potential risk triggers or emerging risks that could impact the firm's portfolio.
- Contribute to the creation of risk reports and presentations to communicate findings to stakeholders.
- Stay informed on the latest risk management trends, regulatory requirements, and financial market developments.
Qualifications:
- Currently pursuing a degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Computer Science, or a related field.
- Experience with risk management software or frameworks such as Value-at-Risk (VaR), Expected Shortfall (ES), or Monte Carlo simulations.
- Strong proficiency in Python programming, particularly in data manipulation, statistical analysis, and model development using libraries such as NumPy, pandas, and SciPy.
- Solid understanding of financial risk concepts, including market risk, credit risk, liquidity risk, and operational risk.
- Knowledge of risk measurement techniques, stress testing, and scenario analysis.
- Strong analytical and problem-solving skills with the ability to interpret complex financial data.
- Excellent communication skills with the ability to explain technical concepts clearly and concisely.