Quant Risk Role - BFSI

Quant Risk

Responsibilities :

- Responsible for supporting the Financial Resource Management (FRM) team under Global Markets

- The individual will be running various kinds of quantitative analysis to support the desk including data intensive analysis, portfolio analysis, correlation analysis, market studies, impact analysis from regulatory changes etc.

- Assist with consolidating and interpreting data for various projects/analysis

- Use strong quantitative and analytic abilities to integrate and analyse data

Skills :

- Relevant working experience in quantitative modelling and basic derivatives pricing models would be desirable

- Have an understanding of the basic derivative pricing models and the mechanics and pricing of derivatives particularly interest rate derivatives

- Strong understanding of the concepts behind modelling portfolio analysis

- Effective communication skills and the ability to work with senior management globally and act as a team player

- Ability and willingness to upgrade to various topics and develop an overall understanding of the parameters impacting derivatives pricing

- Good working knowledge of PowerPoint and Excel including macros development