System Analyst (Pricing & Valuation)
- Posted a month ago
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Job Description
- 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
- 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.
More Info
Key Skills
XVA
X-Asset Derivatives Pricing
Quantitative pricing
PFE
R
Risk evaluation and Sensitivities
Derivatives valuation
Pricing models for x-Asset products
Monte-carlo PDE valuation
About Company
Skills:
Python, PFE, R, Derivatives valuation, XVA, Monte-carlo PDE valuation, Quantitative pricing
Risk System Analyst_L3 - Derivatives valuation & Quantitative pricingluxoft information technology (singapore) pte. ltd.
L
Skills:
Python, Risk Evaluation, PFE, Derivatives valuation, R, XVA, X-Asset Derivatives Pricing, Monte-carlo PDE valuation