
Risk Modelling Specialist
4 days ago
We are seeking a talented and motivated individual to join our Risk Analytics team as a Quantitative Analyst.
The successful candidate will play a crucial role in supporting the risk assessment process.
This role requires a good understanding of financial products, experience in a bank or securities firm, and proficiency in coding using Python.
- Assist in the development and implementation of quantitative risk models (Value-at-risk, Potential Future Exposure) and methodologies to assess and manage financial risks.
- Good knowledge of financial products, including derivatives, fixed income securities, equities, and foreign exchange.
- Brief understanding of derivatives pricing and Greeks.
- Collaborate with the Risk Management team to enhance risk reporting frameworks.
- Perform data analysis, validation, and reconciliation to ensure accuracy and integrity of risk-related data.
- Utilize Python programming skills to build and maintain risk models, perform data analysis, and automate risk reporting processes.
Requirements:
- Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related field.
- A Master's degree in a quantitative discipline is preferred.
Preferred Skills:
- Previous experience in a bank, financial institution, or securities firm, preferably in a risk management or quantitative role.
- Some understanding of Regulations like Basel and FRTB.
Benefits:
- Immense exposure and learning opportunities.
- Excellent career growth prospects.
- A company of highly passionate leaders and mentors.
- The ability to build things from scratch.
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