São Paulo, BRA
13 hours ago
Quantitative Risk Analyst Senior- São Paulo/SP
**JOB PURPOSE AND IMPACT** The Quantitative Risk Analyst Senior will identify, create and maintain a range of quantitative risk measures. In this role, you will participate in projects to advance the current risk models, risk tools and pricing/model validation used in the risk management group. In addition, you will work in a fast-paced trading environment and interact with other teams and stakeholders across the globe. **KEY ACCOUNTABILITIES** • Develop and enhance risk models, risk tools and model validation processes to enable more advanced analysis of risk positions and support the proactive identification and assessment of risk positions. • Responsible for the calibration and back testing of risk models and actively work to further enhance the existing risk models to improve the measurement as well as participate in the development of risk frameworks with a focus on quantitative trading strategies. • Design, implement and validate risk models and quantification techniques to appropriately capture market risk exposures generated by the business and deliver options analysis and simulations scenarios. • Perform quantitative analysis and lead in the development of risk analytics to enable risk insights, develop risk models and risk decomposition tools to support portfolio analysis, model embedded optionality in physical agreements and perform statistical analysis. • Apply machine learning techniques to risk data to enhance risk estimation and scenario analysis. • Support risk managers and the enterprise risk lead in the performance of ad hoc analysis to enable the proactive assessment of risk and communicating to stakeholders. • Participate in broader risk management group wide and the company wide quantitative initiatives and build collaborative relationship across different geographies with colleagues and stakeholders across the various trading hubs. • Independently handle complex issues with minimal supervision, while escalating only the most complex issues to appropriate staff. • Other duties as assigned **QUALIFICATIONS** MINIMUM QUALIFICATIONS • Master’s degree in mathematics, engineering, physics, or equivalent experience. • Solid of experience in market risk, model risk, or quantitative financial analysis within financial institutions or commodity trading. • Proven experience in model validation and code development. • Proficiency in Python and SQL for data wrangling and quantitative analysis. • Advanced proficiency in English, both written and verbal. PREFERRED QUALIFICATIONS • PHD’s degree in a scientific or quantitative field. • FRM, PRM, or CFA certifications. • Prior experience in machine learning. • Prior experience with optimization techniques. • Prior experience in time series analysis. • Additional minimum qualifications may apply. Want to build a stronger, more sustainable future and cultivate your career? Join Cargill's global team of 160,000 employees who use new technologies, dynamic insights and over 157 years of experience to connect farmers with markets, customers with ingredients, and people and animals with the food they need to thrive. At Cargill, everyone matters and everyone counts. Cargill is committed to creating and sustaining an inclusive and diverse work environment where all employees are treated with dignity and respect. As such and in alignment with our Guiding Principles, Cargill's long-standing equal employment opportunity policy prohibits discrimination and harassment against any employee or applicant based on race, ethnicity, color, religion, national origin, ancestry, sex, gender, gender identity, gender expression, sexual orientation, age, disability, pregnancy, genetic information, marital status, family status, citizenship status, veteran status, military status, union affiliation, or any other status protected by law. Cargill also complies with all applicable national and local laws and regulations pertaining to non-discrimination and employment.
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