Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management.
Good understanding of X-Asset Derivatives Pricing and Risk (eg. Monte-carlo, PDE valuation, XVA and PFE).
Good business domain knowledge of Banking & Trading book.
6+ years or more track record in Derivatives valuation and Risk evaluation capabilities for a multi-national/regional company.
Strong influencing skills to achieve alignment up and down the organization
Experience in implementing large-scale, highly available. applications or another large project implementation.
Good understanding and experience in software development cycle.
Key Requirements
Experience working with Derivatives valuation and Quantitative pricing.
Understanding of Pricing models for x-Asset products and required Market data.
Understanding of Risk evaluation and Sensitivities
Programming knowledge (Python / C++ / R) would be an advantage.
Strong technical & functional background.
Experience working with Derivatives valuation and Quantitative pricing.
Understanding of Pricing models for x-Asset products and required Market data.
Understanding of Risk evaluation and Sensitivities.
Programming knowledge (Python / C++ / R) would be an advantage.
