Market Risk Quant Role - Consulting Firm

Role Definition:

1. Develop models for Market Risk & Counter party risk

2. Developing and validating Valuation/Pricing and Risk models for various asset classes

3. Subject-matter-expertise in analysis of fixed-income products, derivatives and portfolio risk

4. Developing deep understanding of financial modelling theory and techniques

5. Regularly follow global markets to understand how industry changes affect modelling and update those changes in existing models

6. Check model's performance and implementation

Requirements

- Engineering/Statistic/Mathematics Background with 2+ years of experience

- Strong quantitative and problem solving skills.

- Good in Excel/VBA and statistical tools such as Python, R, MATLAB, SAS, Tableau