Derivatives Exposure recruitment

Responsibilities

• Manage the overall project and the multiple dependencies on other departments and teams. Expand further the close collaboration with teams as diverse as the front office quants, RiskEngine IT (front office developers), Matrix IT (credit risk engine developers), as well as with project managers and senior management. 

• Participate in discussion with and presentation to regulators.

• Prepare business specifications, code prototypes, and implementation tests for their credit risk engine.

• Perform data analysis.

Professional and personal qualifications

• Excellent communication skills, a high level of innovation and initiative, and a keen interest in understanding the structure, processes, and areas of expertise of the other teams involved in the project, so as to synchronise the many components of the project.

• Ability to solve problems independently and make decisions.

• Solid background in derivatives pricing.

• Graduate degree (Phd or MSc) in a quantitative discipline from a top-tier university.

• Determination to complete large-scale projects, and interest in building systems and the details of their architecture.

Familiarity with coding in a mainstream language (e.g. vba, c, c++).