Risk Modelling Specialist with Derivatives Expertise

4 days ago


Mumbai, Maharashtra, India The Edge Partnership - The Edge in Asia Full time

We are seeking a highly skilled Risk Modelling Specialist to join our team at The Edge Partnership - The Edge in Asia. This role will involve working closely with the Risk Analytics Group (RAG) to develop and maintain Potential Future Exposure (PFE) models.

Job Description

The successful candidate will be responsible for:

  • Designing and validating risk models to support risk management across multiple asset classes.
  • Collaborating with IT and other stakeholders to enhance risk measurement frameworks.
  • Providing analytical reports and insights to support business decision-making.
Requirements

To be eligible for this role, you will require:

  • A strong understanding of derivatives pricing, stochastic calculus, and risk modelling.
  • Experience with pricing models, exposure models, or economic capital modelling.
  • Proficiency in programming languages such as Python, R, VBA, and Excel.
  • Excellent problem-solving, analytical, and communication skills.


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