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

Málaga, Andalusia, Spain

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Not SpecifiedCompensation

Expert & Leadership (9+ years)Experience Level

Full TimeJob Type

UnknownVisa

Financial Services, BankingIndustries

Requirements

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
Bachelor’s or Master’s degree in Finance, Economics, Engineering, Mathematics

Responsibilities

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
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
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
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
Lead risk-related initiatives and process improvements
Work independently, contributing to Agile ceremonies (Scrum/Kanban)
Coordinate with diverse teams using Jira or similar tools

Skills

Key technologies and capabilities for this role

SensitivitiesVaRValue at RiskMarket RiskRisk ManagementRisk ValidationRisk MonitoringAsset ClassesBanking Risk

Questions & Answers

Common questions about this position

Is this position remote or on-site?

This is an on-site position.

What is the salary range for this role?

This information is not specified in the job description.

What key skills are required for the Expert in Sensitivities & VaR role?

The role requires expertise in calculating and analyzing market risk sensitivities (Delta, Gamma, Vega, Theta, Rho), producing and reviewing VaR metrics (historical, parametric, or Monte Carlo), and performing backtesting, stress testing, and scenario analysis.

What does the company culture at Talan look like?

Talan emphasizes positive innovation, technology-driven business transformation, and empowerment, with a global team of over 7,200 consultants across 21 countries focused on delivering impactful solutions in data, cloud, and consulting.

What makes a strong candidate for this position?

A strong candidate will have deep expertise in market risk analysis, including sensitivities and VaR calculations across asset classes, experience validating risk processes, and the ability to collaborate with quantitative teams, risk officers, and technology stakeholders.

Tala

Digital wallet and lending platform for underserved

About Tala

Tala operates as a digital wallet and lending platform that focuses on providing financial services to individuals who are often overlooked by traditional banks. The platform uses artificial intelligence and machine learning to create a personalized financial experience for its users. Customers can access instant credit, transfer money easily, and pay bills all through a single app. Tala's unique data tools allow it to serve a diverse range of customers, including those without access to conventional banking. The company generates revenue through interest and fees on the credit it offers, as well as transaction fees for money transfers and bill payments. Operating in multiple countries across three continents, Tala adapts its services to different markets while aiming to enhance the financial well-being of its users by providing tailored credit lines and financial advice.

Santa Monica, CaliforniaHeadquarters

2011Year Founded

$341.1MTotal Funding

DEBTCompany Stage

Fintech, AI & Machine LearningIndustries

501-1,000Employees

Benefits

Remote Work Options

Flexible Work Hours

Health Insurance

Dental Insurance

Vision Insurance

Life Insurance

Disability Insurance

Risks

Increased competition from Stripe in crypto payments could challenge Tala's market position.

Keytom's launch may attract Tala's crypto-interested customer base, reducing market share.

Apple's NFC chip decision could lead to more competition in the digital wallet space.

Differentiation

Tala uses AI to offer personalized financial experiences to underserved individuals.

The company provides instant credit and expansive bill payment options via a single app.

Tala's proprietary data tools enable services for those without traditional banking access.

Upsides

Integration of stablecoin payments could enhance Tala's transaction speed and cost-effectiveness.

Apple's NFC chip opening may allow Tala to offer more seamless payment options.

Equifax's AI advancements highlight potential for Tala to improve its credit scoring systems.

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