Risk Modelling Specialist with Derivatives Expertise
4 days ago
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 DescriptionThe 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.
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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Derivatives and Risk Model Developer
4 days ago
Mumbai, Maharashtra, India The Edge Partnership - The Edge in Asia Full timeThe Edge Partnership - The Edge in Asia seeks a talented Derivatives and Risk Model Developer to join its Risk Analytics Group. In this position, you will be responsible for developing and maintaining potential future exposure (PFE) models and supporting risk management across Rates, FX, Credit, Equity, and Bonds.Your key responsibilities will include...
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