Model Risk & Quant Analytics Role - BFSI

To be successful in this role,

- You'll have previous exposure to derivative pricing methods and testing models across all major asset classes, or exposure to credit modelling techniques. You'll have a degree in a quantitative discipline and 3-5 years of relevant work experience.

You'll also have experience working with programming languages such as C++, Python R, SQL and VBA. Experience working with Linux and shell scripting will be considered favorably.

- The Model Risk and Quant Analytics team utilises a range of analytical techniques including time series analysis, regression analysis, optimisation, partial differential equations, finite difference methods and Monte Carlo simulations which are implemented using a variety of computing technologies.