System Analyst

Mandatory Skills Description:

6+ years of track record in Derivatives valuation and Risk evaluation capabilities for a multi-national/regional company

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

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 implementations

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.

Strong technical & functional background.

Education:

Master's degree in computer science/ quantitative finance or in Finance domain

Related professional/technical qualification (CFA / CQF for e.g.) will be advantageous although not mandatory

Technical Skills:

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.

Quantitative Pricing and Risk