Manager/Associate - Market Risk - BFSI - PhD

- Undergraduate (4 year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) with at least 2 years of relevant experience or PhD in a quantitative topic

- Knowledge or academic experience of statistical and numerical techniques and principles of the theory of probability and stochastic calculus

- Knowledge of mathematical concepts related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities

- Risk management knowledge in at least one area such as market risk (VaR, PFE, Expected Shortfall etc.) and/or counterparty credit risk

- Strong problem solving and solution development skills

Good-to-have:

- Certifications such as FRM, CFA, PRM

- Prior modelling background, including experience in model development and/or model validation of derivative pricing models and tools, in-house or third party valuation software and corresponding risk management models

- Regulatory knowledge/experience in areas such as Basel, CCAR, FRTB

- ETRM/CTRM systems experience with knowledge of end-to-end commodity trade lifecycle of power/gas/softs/metals etc.

- Risk management system knowledge/experience - Calypso, SunGard Adaptiv, Murexetc.

- Willingness to travel to meet client needs

- Previous project management experience