System Analyst - Pricing & Valuation

Responsibilities

• 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

Requirements

Preferred Requirements

• 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

Key Domain/ 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