Senior Consultant - Quant

Job summary
Join the Quantitative Market Risk teamWork on prestigious projects for top financial organizationsOpportunity to learn and expand professional network
Job seniority: mid-to-senior level
Responsibilities
• Work with clients on regulatory and modeling challenges• Support quantitative modeling for complex client requirements• Contribute to derivative pricing and risk modeling engagements• Participate in non-BAU activities and collaborate with senior stakeholders
Requirements
• Minimum 3 years experience in Quantitative Market Risk or related fields• Strong academic background in Computational Finance, Mathematics, Engineering, Statistics, or Physics• Good understanding of Derivative Pricing, Market methodologies, and CVA methodologies• Hands-on experience in FRTB or IBOR transition projects preferred• Experience in software development environments such as Python, Java, C++, SQL, R, .NET• Background in model development and validation of derivative products pricing and risk models• Professional Qualifications such as CQF, CFA, FRM, PRM preferred
Key Skills Needed
• Quantitative Market Risk Finance• Machine Learning• Data Science• Derivative Pricing• Market and CVA methodologies• FRTB or IBOR transition projects• Python• Java• C++• SQL• R• .NET• Model Development and Validation• Computational Finance• Mathematics• Engineering• Statistics• Physics• Professional Qualifications (CQF, CFA, FRM, PRM)
Benefits
• A unique experience working with leading quantitative minds• Opportunity to work on a variety of activities• Flexible working environment• Opportunities for career progression