Demonstrate deep technical capabilities and industry knowledge of financial products
Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services
Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
Manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes
Responsible for decision-making, optimizing processes, resource management, and overseeing team management as needed for task execution
Accountable for allocating personnel, supervising team members, assigning tasks, ensuring that the team has the necessary tools and support to succeed in their roles and optimizing and evaluating their performance to meet organizational goals

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
Awareness of emerging AI/ML methodologies and their use in risk management, model validation, and quantitative workflow automation
Excellent communication, analytical thinking, and problem-solving skills.
Regulatory knowledge in FRTB Basel, CCAR
Ability to work in a fast-paced environment and support engagements with global financial institutions
Willingness to travel based on client needs

Senior Risk Consultant – FSRM

Key skills