AVP, MRM-Analytics & Market Price Control Permanent NEW

Responsibilities

• Validate pricing and risk models with independently constructed models, liaise with front office and risk on results and write detailed validation reports
• Conduct independent research and present research results and ideas to colleagues and senior management
• Take ownership of some of the team’s internal initiatives and projects
  Contribute to the various bank wide projects that require quantitative technical expertise

Qualifications
Competencies

• Over 5 years’ experience in a relevant function as quantitative analyst or researcher
• Experience in quantitative finance, especially validating pricing and risk models and/or developing models is essential.
• MSc or PhD degree in technical disciplines such as engineering, mathematics, etc
• Analytical skills and knowledge of mathematical models and methods in stochastic calculus, Monte Carlo simulation and PDE modelling
• Experience with C++, C#, Python is essential

Qualifications/Requirements:

• Strong communication skills, candidate must be able to communicate complex ideas and concepts into simple and easy to understand terms
• Ability to relate to people and build rapport to gain the respect of subordinates and peers
  Good interpersonal skills and ability to build and maintain professional relationships

*LI-MLIU