Vertis

Risk

• Help design and build the internal analytics that support trading and risk management functions.
• Collate, clean, manipulate, and visualise trading and position data from SQL databases.
• Use open-source libraries such as QuantLib to build Python modules that price forwards, futures, and options.
• Develop dashboards for maximum liquidity outflow (MLO) and liquidity optimisation.
• Contribute to the development of counterparty credit risk exposure frameworks.

Quantitative Risk & Pricing Intern