Derivatives Pricing and Risk Management Expert
7 days ago
The Edge Partnership is seeking a Derivatives Pricing and Risk Management Expert to join our team in Asia. As a leading global banking firm, we provide industry-focused services across geographies.
This role involves developing and maintaining Potential Future Exposure (PFE) models and supporting risk management across Rates, FX, Credit, Equity, and Bonds.
Key responsibilities include:
- Developing counterparty exposure models for derivatives, repo, and securities lending transactions
- Designing and validating risk models, conducting performance analysis and implementing improvements
- Collaborating with IT, risk validators, and front office to enhance risk measurement frameworks
- Supporting business teams with exposure calculations and risk assessment
- Providing analytical reports for risk committees and senior management
To succeed in this role, you'll require:
- 2 – 12 years of experience in a quantitative field
- MSc or higher in Mathematics, Statistics, Engineering, or a related field
- Strong understanding of derivatives pricing, stochastic calculus, and risk modelling
- Experience with pricing models, exposure models, or economic capital modelling
- Proficiency in Python, R, VBA, and Excel (C++/C# is a plus)
- Excellent problem-solving, analytical, and communication skills
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