Market Risk Modeling Role - Consulting Firm

- 2-7 years of relevant professional/industry experience combining risk management and/or advanced quantitative modeling techniques, preferably within a financial services related industry (e.g., banking and securities, asset management)

- Knowledge of VaR (historic, parametric, MonteCarlo), EOD or intra-day risk & valuation, as well as stress-testing and scenario analysis

- Experience programming in a modern scientific language (e.g., Python, Matlab, R) and some experience with Java, C#, C++, or C. Knowledge of SQL, SAS, and VBA would be a plus

- Hands on experience in developing/validating derivative pricing models

- Experience in model development, validation, and benchmarking, specifically related to single and multifactor models, and other modeling techniques (e.g., Merton, Longstaff-Schwartz, Black-Sholes, etc.) within a regulatory context (e.g., CCAR)

Interested candidates can reach me out at 080 40122666