HR Consultant at Black Turtle
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TL/AM/Manager - Quantitative Middle Office (3-9 yrs)
Role: TL/AM/Manager
Job Descritpion:
Quantitative Middle Office:
The QMO or Quantitative Middle Office Team is part of the Global Middle Office (GMO) Team. The Risk validation team is responsible for assisting in the accurate computation & reporting of risk sensitivities for OTC derivatives which are used for risk calculations.
Job Overview:
Daily Risk validation and Analysis:
- Review and validate capital measures
- Explain the daily capital cost changes for OTC derivatives
- Communicate daily with FO and technology partners on issues and discrepancies discovers
Capital Impact Analysis and Validation:
- Understand regulatory capital requirements and business implementations
- Validate technology implementations based on business requirements and resolve issues
- Provide capital related analytics and reporting
Process Improvement :
- Identify issues and control gaps in existing infrastructure
- Work with technology team to streamline our processes and enhance data integrity and control
Project Management:
- Accountable for the success of small projects or sections of larger ones
- Responsible for the quality and timeliness of all project deliverables and well as the implementation of relevant project management practices (status reporting, issue tracking etc)
- Day to day responsibility for managing the project with line, technology and other partners
Qualifications:
- Masters Degree in Finance, Economics or Financial Quantitative Analysis
- Strong technical skills including experience using MS Office, SQL, Visual Basic, Python would be a plus;
Must have:
- Strong knowledge of market & credit risk; knowledge of Counterparty Credit Risk, CVA and Basel III/ RWA of the OTC derivatives is also preferred.
- Past experience with OTC Derivatives market (CSA Netting, ISDA, CCPs etc)
- Experience handling large amount of data
- Excellent communication skills analytical skills
- Knowledge or experience with trading products in capital market like Knowledge of Fixed Income Modeling.
- Experience into pricing derivative products like Futures, Options, Indexes, CDS, CDO, FRAs, SWAPs, SWAPTIONs, CAPs/FLOORs.
- Knowledge of Financial Risk Management: Credit Risk Model, Value at Risk. Knowledge of Interest Rates, Credit spreads, bond pricing, etc.
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