System Analyst -Quantitative Pricing & Risk professional
Summary
Quantitative analyst building and running pricing and risk models for derivatives using Python/C++/R, with a focus on valuation and sensitivity analysis for banking and trading books.
Responsibilities:
- 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.
- Quantitative Pricing and Risk.