Quant Risk Professional

Role Overview:

We are looking for a Quant Risk professional with expertise in stochastic calculus, probability, option pricing, Monte Carlo, and derivatives pricing models such as Black-Scholes, Heston, SABR, and Hull-White.

Required Qualifications, Capabilities, and Skills:

- 7+ years of experience in a quantitative finance environment (e.g., Front Office quantitative research, model validation, strats, hedge funds), with exposure to derivatives pricing.

- Strong conceptual and mathematical knowledge of derivatives pricing, simulation techniques, probability theory, stochastic processes, partial differential equations, statistics and numerical analysis.

- Practical knowledge of derivatives, their risk drivers, and quantitative models used for pricing and hedging derivatives.

- Exposure to at least one of the following asset classes: interest rates, FX, equity, credit, or commodities, preferably from a model validation or FO perspective.

- MSc, PhD, or equivalent qualification in a quantitative discipline such as Mathematics, Quantitative Finance, Statistics, Engineering, Physics, or a related field.

- Inquisitive mindset, with the ability to ask the right questions, challenge assumptions, and escalate issues appropriately.

- Excellent written and verbal communication skills.

- Strong coding skills, for example in C/C++ or Python.

Preferred Qualifications, Capabilities, and Skills:

- Direct experience with interest rate derivatives and related pricing models such as SABR and Hull-White.

- Familiarity with model risk management frameworks, model governance, benchmarking, and independent model validation.