Risk Methodology Analyst - Investment Bank

Role & Responsibilities :

Knowledge of Options/Derivatives, basics of Derivatives Pricing Models, Monte Carlo Simulation, Counterparty exposure related technical concepts (e.g., PFE, Expected Exposures) and Regulatory requirements.

- Proficiency in Excel-VBA/Python/R desired.

- Strong verbal and written communication skills.

- Organizational skills, multi-tasking and detail oriented.

- Delivery focused with the ability to work well under pressure and meet deadlines under compressed timescales.

Skill Set:

Minimum 2/3 years of experience working within a quant division/role.

- Knowledge of OTC and Cash FX/Fixed Income products and markets is desirable - as is exposure to derivatives valuation techniques.

- Strong on fundamentals in probability theory and statistics. Hands-on experience of working on a quantitative modelling project.

- Programming experience in Python, R, MATLAB, VBA or C is critical.

- Ability to multi task and work in a high pressure and dynamic environment is critical.

Desired:

Excellent team work and communication skills.

- Ability to manage multiple senior stakeholders and interact with all levels of individuals in the business.

- Expertise with advanced topics such as Stochastic Calculus, Monte-Carlo Simulation methods and Pricing of Exotic Derivatives.

- Familiarity with concepts in Counterparty Credit Risk.

- A keen learner and enthusiastic in carrying out mathematical and scientific research in new areas (AI/ML, etc.).