Market Risk Professional - Advisory Services

Market Risk with Big4

- As a global leader in assurance, tax, transaction and advisory services, we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you the training, opportunities and creative freedom.

- We don't just focus on who you are now, but who you can become. We believe that it's your career and It's yours to build which means potential here is limitless and we'll provide you with motivating and fulfilling experiences throughout your career to help you on the path to becoming your best professional self.

- We are looking for Market Risk Professionals to work within a dynamic team focusing on Quantitative Modeling and Market Risk Analytics.

Your key responsibilities:

The candidate will primarily be working on quantitative modeling and Pricing/Market risk engagements like:

- Validation/development of valuation models across asset classes equities, commodities, rates, credit, mortgages.

- Development, testing and validating pricing models using C++/Python/R/client proprietary tools.

- Basic understanding of Mathematics and statistics in terms of linear algebra, probability theory.

- Basic understanding of fixed income and equity derivatives, volatility surfaces, interest rate curve construction and Greeks.

- Good understanding of workings of a Bank (processes, Committees, systems etc.) and Banking products across fixed income, derivatives, retail etc.

- Understanding of VaR and different VaR modelling and backtesting techniques.

- Understanding of statistical concepts/ time series modelling.

- Experience in Python/C++.

To qualify for the role you must have:

- 5+ years of relevant work experience, Bachelor's/ master's degree in mathematics/financial engineering/quantitative finance/other quantitative disciplines with strong understanding of valuation theories/concepts.

- FRM/CQF/CFA certification would be a plus.

- Knowledge of programming languages (Excel VBA, Python, R etc.).

- Strong quantitative background experience in model development or validation a plus.

Skills and attributes:

In addition to technical competence, what will set you up for success is your ability to:

- Strong communication, documentation, facilitation, relationship-building, presentation and negotiation skills.

- Be highly flexible, adaptable, and creative.

- Broad consulting and project management skills, effective written and oral communication skills.

- Pursue passions beyond work and invest in your wellbeing.

What we look for:

- People with the ability to work in a collaborative manner to provide services across multiple client departments while following the commercial and legal requirements.

- You will need a practical approach to solving issues and complex problems with the ability to deliver insightful and practical solutions.

- We look for people who are agile, curious, mindful and able to sustain positive energy, while being adaptable and creative in their approach.