We are looking for a Risk Capability Analytics Manager for our client – an international company with office in Sofia, Bulgaria


  • Researching, developing and implementing
    models that will replace IBOR. This a very large, challenging undertaking
    that will require strong analytical and quantitative skills.
  • Identify and implement code changes to support Libor cessation or other
    market and counterparty risk changes
  • Test and assess the impact of these changes
  • Work with traders, risk and other interested parties to explain the impacts
    of these changes
  • Management of related technology & operations impacts to business.


  • Minimum of 5 – 8 years relevant experience
    in a global banking or consulting environment
  • Post-graduate education (PhD or MSc) in a highly quantitative subject
  • Strong product knowledge on rates, products (linear, flow, vanilla and
    options, exotics), knowledge of other asset classes is a plus (ie Inflation,
    FX, or Credit)
  • Strong analytical and numerical skills, including practical knowledge of
    stochastic calculus, PDEs and Monte Carlo
  • Strong practical experience in C++ or Python and appreciation of the architecture
    of quant libraries.
  • Strong background of financial math
  • Strong knowledge of C++ and python
  • Financial markets product knowledge (Essential – FI/Rates/FX etc.)
  • Understanding of LIBOR, Market Risk and Counterparty Risk



  • Challenging opportunity to grow in a company
    built on value and trust
  • Standard working time from Monday to Friday
  • A bright, modern and exciting place to work,
    with excellent staff facilities
  • Training programs and certifications offered
    by the company
  • Voluntary Medical plan and life insurance
  • Transportation allowance
  • Discounts
  • Team buildings & events