Financial Engineer Consultant for Risk Firm (VaR, Risk, CVA)
Financial Engineer Consultant for Risk Firm (VaR, Risk, CVA, Stochastic)
VaR, Risk, CVA, FVA, Pricing, VBA, C++, SQL, IR, FX, Credit Derivatives
One of the world's leading Risk Consultancy's is looking to hire a Financial Engineer / Quant Analyst Consultant (VaR, Risk, CVA, Stochastic) to join a firm specialising in supporting Risk focussed projects at Investment Banks worldwide. Within this role you will be working on financial regulations such as Basel, Dodd Franks MiFID, UCITS implementing and developing derivatives and pricing models for multi asset trading.
As the Senior Financial Engineer / Quant Analyst Consultant (VaR, Risk, CVA, Stochastic) you will join a team of similar profiels to form a project group to work alongside your client's trading desk where you will be supporting the business growth in areas including regulatory change, risk, market credit and liquidity. You will be working on mission critical systems development and deployment. You will be working on derivatives pricing methodology and technology across the banks desk for front office trading.
(Financial Engineer VaR, Risk, CVA, FVA, Pricing, VBA, C++, SQL, IR, FX, Credit Derivatives)
Key Technical Skills:
Financial markets experience with derivatives products covering Interest Rates Derivatives (IRD), FX, Credit, Equities or Commodities
* Credit Risk Management, calculation of PFE, CVA, CVA VaR, FVA
* Knowledge of Stochastic calculus, arbitrage pricing, and advance derivatives pricing techniques
* MSc or PhD educated in Science, Engineering, Numerical related mathematics, Physics, Chemistry
* Development or knowledge C++, VBA, QuIC, Matlab, R, Java
This is a great opportunity to join an entrepreneurial organisation in a Risk focussed environment using cutting edge technology. You will be work alongside some influential profiles within this team and have the chance to add values but also learn from others. If you are currently working as a Financial Engineer or a Quant Analyst and looking to take the next step in your career then I would like to hear from you.
Senior Financial Engineer / Quant Analyst Consultant (VaR, Risk, CVA, Stochastic)
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