Quantitative Market Risk Analyst

Company Overview

Established in 1983, BTG Pactual has grown to become Latin America's leading investment bank. The organization is actively embracing digital transformation and expanding across various domains. Our entrepreneurial spirit enables us to understand client needs and deliver efficient, autonomous solutions without bureaucracy. We offer services from branches across Brazil, Chile, Colombia, Peru, Mexico, Argentina, the US, UK, Portugal, Spain, and Luxembourg.

Role Summary

BTG Pactual's London office seeks a Quantitative Market Risk Analyst with 1 to 2 years of relevant industry experience to join the Risk Management team. This position focuses primarily on market risk and requires close collaboration with trading desks. The role combines quantitative modeling, programming, and market knowledge, with an emphasis on leveraging AI technologies like Claude and other large language models to automate and enhance risk processes.

Key Responsibilities

• Oversee and evaluate market risk exposures and profit and loss (PnL) across various trading teams.
• Create and refine risk management tools and controls utilized daily.
• Engage directly with traders to gain deep insights into trading activities.
• Employ quantitative and statistical methodologies to analyze market data.
• Design and implement AI-powered solutions, particularly LLM-based tools, to improve risk management operations.
• Support model validation efforts by ensuring robustness and continuous improvements.

Required Qualifications

• 1 to 2 years of experience in market risk, trading support, quantitative analysis, or comparable roles.
• Solid grasp of financial markets, pricing mechanisms, and risk characteristics of diverse financial products.
• Strong quantitative foundation along with excellent programming abilities in Python, including libraries such as pandas and NumPy.
• An interest or practical experience in artificial intelligence and large language models (LLMs), for example, Claude.
• Capability to thrive in a dynamic, front-office environment.

Preferred Experience

• Knowledge of SQL and data infrastructure is advantageous.
• Familiarity with handling trading data and risk metrics.
• Experience in model validation and risk governance frameworks.
• An understanding of how trading activity impacts risk.
• A comfort level with blending quantitative analysis, systems, and market dialogues.
• Detail-oriented with strong intellectual rigor and an eagerness to apply AI practically in risk management contexts.

Benefits and Culture

• Work in a professional, international atmosphere.
• Opportunity to build a challenging and fulfilling career.
• Supportive and collaborative team environment.

BTG Pactual promotes diversity and inclusivity, ensuring no discrimination based on race, religion, gender identity, sexual orientation, nationality, disability, or age.

Information provided during application will be used solely for recruitment purposes in line with BTG Pactual's privacy policy.