Team Lead at Black Turtle
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Manager - Market Risk Models - Consulting (6-12 yrs)
- Undergraduate (4 year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) with 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
- Derivative Pricing Model Development/Validation
- 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.
- 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
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