Risk Methodology Analyst

We have a good position with a global financial service company in their Risk management division. Looking for experience in basics of Derivatives Pricing Model..

Role & Responsibilities:
Knowledge of Options/Derivatives, basics of Derivatives Pricing Models, Monte Carlo Simulation, Counterparty exposure related technical concepts (e.g., PFE, Expected Exposures) and Regulatory requirements.
? Proficiency in Excel-VBA/Python/R desired.
? Strong verbal and written communication skills.
? Organizational skills, multi-tasking and detail oriented.
? Delivery focused with the ability to work well under pressure and meet deadlines under compressed timescales.

 

 

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