Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
Good understanding of X-Asset Derivatives Pricing and Risk (eg. Monte-carlo, PDE valuation, XVA and PFE)
Strong technical knowledge
Good business domain knowledge of Banking & Trading book
6+ years or more track record in Derivatives valuation and Risk evaluation capabilities for a multi-national/regional company
Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
Good problem solving, analytical, synthesis, system thinking and solutioning skills
Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders
Strong influencing skills to achieve alignment up and down the organization
Experience in implementing large-scale, highly available applications or other large project implementation
Proven result-oriented person with a focus on delivery
Good understanding and experience in software development cycle
Experience working with Derivatives valuation and Quantitative pricing.
Understanding of Pricing models for x-Asset products and required Market data.
Understanding of Risk evaluation and Sensitivities
Programming knowledge (Python / C++ / R) would be an advantage.