Quantitative Risk Analyst

🔥 15 hours ago

🇭🇷 Croatia – Remote

⏰ Full Time

🟢 Junior

🎲 Risk

👻 Ghost score 10%

What it means: how likely this posting is sitting open without active hiring.How to read it: 60% or higher means we think this is a ghost. Lower scores are less of a worry.How we score it: age, reposts, open roles vs team size, how fast jobs close, and whether pay is listed.Fine print: an estimate from public data, not a judgment of the company. Real jobs can score high, so treat it as a hint, not a fact.

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EXANTE

WebsiteLinkedInAll Job Openings

501 - 1000 employees

Founded 2011

💳 Fintech

💸 Finance

🤝 B2B

Fintech • Finance • B2B

EXANTE is a global prime broker and fintech firm founded in 2011 that provides direct access to over 2 million financial instruments across 50+ markets through a proprietary, customizable trading platform (desktop, web, mobile) with API and white-label options. It serves institutional and professional clients — banks, brokerages, asset managers, family offices, and professional traders — offering trade execution, custody arrangements, regulatory coverage, and dedicated relationship and post-trade support.

📋 Description

• Proactively monitor and evaluate risk metrics across all product areas. • Provide regular reporting on key risk indicators (KRIs) and ensure alignment with business objectives. • Collaborate on project management and new process setup for risk-related processes. • Specify requirements for future IT development, automation, and control enhancement. • Integrate risk considerations into business decisions with relationship managers, trade desk, business operations, and compliance teams. • Contribute to educating teams on risk management. • Develop, implement, document, and maintain risk models, including margin/leverage models, VaR, stress testing, and scenario analysis. • Analyze and interpret large datasets to identify trends, correlations, and risk exposures. • Validate existing models and perform back-testing. • Conduct ad hoc analysis for risk events, client requests, and emerging market conditions. • Conduct counterparty-side credit risk analysis and develop a credit risk framework. • Monitor industry trends and practices, particularly regarding margin requirements and models.

🎯 Requirements

• Bachelor’s or Master’s degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Physics, Computer Science, Economics, or a related field. • Minimum 1-3 years of experience in quantitative risk analysis or related roles within financial services. • Coding experience in Python, Matlab, R or similar languages. • Good knowledge of statistical techniques, VaR, time series analysis, and stress testing approaches. • Familiarity with financial products (e.g., derivatives, fixed income, equities). • Experience with risk systems and data platforms (e.g., Bloomberg, RiskMetrics, SAS, SQL). • Strong analytical and problem-solving skills. • Excellent communication skills (both written and verbal). • High attention to detail and a commitment to accuracy.

🏖️ Benefits

• Competitive salary that reflects your experience and the value you bring. • Flexibility that fits your life — work from home, from our office, or a mix of both. You decide what works best. • Flexible benefits package — choose the options that suit your life, not a one-size-fits-all bundle. • A genuinely good place to work — an informal, collaborative culture where ideas are heard and bureaucracy stays out of your way. • Continuous learning — ongoing training, education programs, and the support to deepen your expertise in a fast-moving industry. • Connection beyond your desk — events that bring our teams together to network and celebrate. • Global exposure — work side by side with talented colleagues from all over the world, across a business serving clients in 100+ countries.