Support leading global financial institutions in identifying, measuring, and managing risk including trading book market risk & counterparty credit risk
Contribute to strategic and functional transformation across risk, treasury, and front to back-office functions
Apply quantitative skills to enhance risk and valuation processes, support regulatory compliance, and develop analytics that drive better decision making for clients with capital markets activities

Strong understanding of statistical and numerical techniques (e.g., Monte Carlo, finite difference methods)
Knowledge of derivative pricing concepts across asset classes (rates, equities, credit, FX, commodities)
Solid grounding in mathematical foundations including stochastic calculus, differential and integral calculus, probability, linear algebra
Understanding of optimization techniques (e.g., gradient‑based methods) relevant to calibration, risk analytics, and numerical model implementation
Experience in model development, validation, monitoring, and audit procedures (stress testing, back testing, benchmarking) of trading book models
Strong coding skills in advanced Python / C++ and basic SQL
Excellent communication, analytical thinking, and problem solving skills

Senior Risk Consulting, FSRM

Key skills