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.