Quantitative Analyst - Financial Risk Management

Responsibilities & Technical Duties

- Understand the business nature and its working protocols.

- Conduct data analysis and research. Gather, process, and analyze large-scale financial datasets to extract meaningful insights and identify trends. Utilize statistical and quantitative techniques to build predictive models that aid in making informed risk management decisions.

- Providing analytical skills and being involved in mathematical modeling, including the contribution to the development and implementation of pricing /valuation, risk quantification, and risk mitigation models.

- Develop, implement, and validate advanced financial models for the measurement and management of market risks such as Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), Stress Testing, and Scenario Analysis.

- Conduct complex quantitative analyses of the different types of derivatives, including Greeks (Delta, Gamma, Vega, Theta, Rho), risk mapping, and sensitivity analysis.

- Use statistical analysis and time-series data to identify market trends, volatilities, and correlations whilst being adapted to each client's objectives.

- Collaborate with the Hedge Advisory team to understand the risk profile of assigned clients/projects and the nature of their core business from a financial risk management perspective.

- Generate comprehensive risk reports detailing measures like Potential Future Exposure (PFE), and Expected Shortfall (ES), and communicate findings to project managers and/or clients.

- Keep abreast of developments in financial regulations (like Basel, Dodd-Frank, EMIR) and market trends to adjust risk management strategies accordingly and as applicable.

- Work closely with the firm's technology team to develop, maintain, and enhance risk management applications and tools offered to our clients.

- Advanced use and understanding of Microsoft office package (mainly PowerPoint, Excel, Word, etc.).

Preferably possess good programming skills, particularly in Python, R, or MATLAB.

- Able to structure, and when required, present and explain complex financial transactions and instruments to clients while demonstrating strong communication and report writing/presentation skills.

- Assist in drafting and formatting clients' presentations, reports, proposals, and marketing/pitching material.

- Continually support the service delivery and client engagement process and ensure that our client service standards and the quality of output are being achieved.

- Prepare and share with clients daily/weekly/on-need-basis market commentary as per direct manager guidelines.

- Take full responsibility for the assigned mandates that are governed by the firm and accomplish related tasks based on direct manager guidelines.

- Maintain up-to-date market knowledge and awareness; Be able to project manage multiple tasks/engagements/transactions while maintaining a clear focus on detail and quality of service delivery against client deadlines.

What makes you a perfect fit

- A bachelor's degree or master's degree in quantitative finance, Financial Engineering, Mathematics, Statistics, or a related field.

- At least 3-5 years of proven experience in mathematical modeling, quantitative analysis, and statistical methods within the finance domain.

- Good understanding of Financial Risk Management. FRM certification is a plus but not a requirement.

- Any experience in consulting and advisory roles are a plus but not a requirement.

- Strong understanding of derivatives markets, including the pricing, trading, and risk management of derivatives, especially those linked to interest rates and FX.

- Proficient in financial modeling and statistical analysis.

- Excellent quantitative skills, mathematical proficiency, and strong attention to detail.

- Fluency in English is a must.

- Strong communication skills, with the ability to explain complex mathematical concepts to non-technical stakeholders.

- Thinking out of the box and willing to take initiatives and drive them forward.

- Outstanding verbal and written communication. The ability to explain complex issues concisely.