Expert in Sensitivities & VaR (Value at Risk) at Talan

Málaga, Andalusia, Spain -

Full Time

Start Date

Immediate

Expiry Date

22 Feb, 26

Salary

0.0

Posted On

24 Nov, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Market Risk, VaR, Sensitivities, Data Analysis, Risk Management, Quantitative Analysis, Python, SQL, Excel, Agile, Scrum, Communication, Presentation, Attention to Detail, Problem Solving, Team Collaboration

Industry

IT Services and IT Consulting

Description

Company Description 🌍 Why Talan? Talan – Positive Innovation Talan is an international consulting group specializing in innovation and business transformation through technology. With over 7,200 consultants in 21 countries and a turnover of €850M, we are committed to delivering impactful, future-ready solutions. Talan at a Glance Headquartered in Paris and operating globally, Talan combines technology, innovation, and empowerment to deliver measurable results for our clients. Over the past 22 years, we’ve built a strong presence in the IT and consulting landscape, and we’re on track to reach €1 billion in revenue this year. Our Core Areas of Expertise Data & Technologies: We design and implement large-scale, end-to-end architecture and data solutions, including data integration, data science, visualization, Big Data, AI, and Generative AI. Cloud & Application Services: We integrate leading platforms such as SAP, Salesforce, Oracle, Microsoft, AWS, and IBM Maximo, helping clients transition to the cloud and improve operational efficiency. Management & Innovation Consulting: We lead business and digital transformation initiatives through project and change management best practices (PM, PMO, Agile, Scrum, Product Ownership), and support domains such as Supply Chain, Cybersecurity, and ESG/Low-Carbon strategies. We work with major global clients across diverse sectors, including Transport & Logistics, Financial Services, Energy & Utilities, Retail, and Media & Telecommunications. Job Description We are looking for an Expert in Sensitivities & VaR (Value at Risk) to join a leading risk management team for one of our major international clients within the banking and financial industry. In this role, you will be responsible for measuring, validating, and monitoring market risk exposures across multiple asset classes, ensuring accuracy, consistency, and alignment with internal risk frameworks. This position involves close collaboration with quantitative teams, risk officers, and technology stakeholders. Responsibilities: Market Risk Analysis Calculate, analyze, and validate market risk sensitivities (Delta, Gamma, Vega, Theta, Rho, etc.). Monitor and explain daily movements in sensitivities and risk metrics. Validate consistency between reported sensitivities and actual market movements. VaR Calculation & Control Produce and review daily VaR metrics (historical, parametric, or Monte Carlo, depending on the system). Analyze daily VaR variations and identify key drivers. Perform backtesting and support stress testing and scenario analysis. Monitor VaR limits and escalate breaches or anomalies. Risk Process Validation & Testing Participate in UAT cycles, process validation, and risk model testing. Identify data issues, model inconsistencies, and system anomalies. Collaborate with technology teams to implement enhancements, fixes, or new methodologies. Cross-Team Collaboration Partner with quantitative analysts, risk managers, and front-office stakeholders to explain risk movements and support decision-making. Contribute to the integration of new products, valuation methods, or risk models. Provide clear, accurate, and timely reporting to internal stakeholders. Project Leadership Lead risk-related initiatives and process improvements. Work independently, contributing to Agile ceremonies (Scrum/Kanban). Coordinate with diverse teams using Jira or similar tools. Qualifications: Experience: Strong professional experience in market risk, sensitivities, and VaR methodologies. Proven background working with financial products, including derivatives (options, swaps, futures, FX, rates, credit, or equity products). Experience conducting UAT, testing, process validation, and data quality checks. Prior experience collaborating in Agile environments using Jira. Education: Bachelor’s or Master’s degree in Finance, Economics, Engineering, Mathematics, or another quantitative discipline. Skills & Knowledge: Technical: Strong understanding of market risk frameworks, risk factor modeling, and valuation principles. Knowledge of VaR methodologies and stress testing practices. Familiarity with Python, SQL, Excel/VBA, or standard market risk systems (e.g., Murex, Summit, or similar). Solid analytical skills with attention to detail and data integrity. Soft Skills: High level of English (written and spoken). Strong communication and presentation abilities. Proactive, autonomous, and able to lead initiatives with minimal supervision. Ability to work effectively with cross-functional teams in a fast-paced environment. Nice to Have: Experience in risk reporting or model validation. Exposure to advanced quantitative methods or risk model design. Knowledge of cloud-based environments or DevOps workflows. What We Offer: Full-time, long-term assignment with a major international banking client. Hybrid work model (office + remote flexibility). Opportunity to work in a dynamic, multicultural environment. Continuous training and professional development. Competitive compensation package. Exposure to advanced market risk methodologies and complex financial products. If you are passionate about market risk, precision analytics, and delivering high-quality insights in a global financial environment, we would love to hear from you. #LI-CL1

Responsibilities

The Expert in Sensitivities & VaR will measure, validate, and monitor market risk exposures across multiple asset classes. This role involves collaboration with quantitative teams and risk officers to ensure accuracy and alignment with internal risk frameworks.