Nature of BusinessThis is for Global banking & Market Model
Requirement :
- The candidate will be independently looking at the model
- Would be doing Analytical Testing
- Working on GBAM Model like ;- derivative Pricing models
- Market risk Models
- Algorithmic Trading models
Their Role:
- They are involved in trading of derivative Products
- Valuation of Derivative products across asset classes like FX, Equity,Interest Rates, Credit, commodities etc
- Will do Market risk of this pricing model and Algorithmic business of these models
Skills Required:
- Capital Market/Derivative knowledge
- CQF Certification (preferred but not mandatory)
- Stochastic calculus exp
- Strong Maths Background
Keywords:
- CQF certification, stochastic calculus, financial engineering, derivative pricing, quantitative risk, financial modeling, measure theory
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