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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

System Analyst (Pricing & Valuation)