Job Description

Responsibilities

Innovative Development:

Build risk management models including simulation of diverse market environments.

Risk Assessment:

Implement tests to validate models and assess various risks under stressed scenarios.

Market Analysis:

Monitor and manage market liquidity risks, insolvency risks, and other specific risks.

Strategic Design:

Design methodologies/models for risks volatility and product pricing.

Collaboration:

Communicate effectively within and across teams to align project requirements and visions.

Client Satisfaction

: Execute client requests such as risk models' testing, simulations, portfolio rebalancing/transitions, portfolio style analysis and portfolio risk decomposition, and exposure management.

Requirements

Mathematical Expertise:

Strong foundation in mathematics, especially in probability theory, statistics, and numerical methods.

Financial Acumen:

Good understanding of financial derivatives, market microstructure, and options pricing models.

Technical Skills:

Proficiency in quantitative programming languages such as Python, C++, or Go, with a strong focus on back-testing, simulation, and statistical analysis.

Independent Thinking:

Ability to think independently and articulate complex ideas clearly and accurately. *

Machine Learning:

Exposure to machine learning techniques and their application to financial data would be beneficial.