Model Development Role - Market Risk - Big4

We are looking to hire people with Market Risk Model Development Experience.

Co Name: one of the Big Four's

Exp: 2-10yrs

Qualification: Mathematics, Engineering, Statistics, or Physics preferred) with at least 2 years of relevant experience or PhD in a quantitative topic

Description: - Model Development

- 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