System Analyst -Quantitative Pricing & Risk professional

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.

Skills

Valuations of Derivatives, Applications, Derivative pricing models, Organisational Skills, R Programming, Monte Carlo Simulation, Large Scale Systems, Technical Background, C Language, Risk Analysis, Project Implementation, Business Banking, Python, Risk Management Consulting, Market Pricing, Programming