Manager - Market Risk Models - Consulting

- 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