Senior Professional/Lead - Model Development & Pricing - Financial Services Firm

Our client is a leading global financial services group, looking for an experienced professional to join the Risk Management Division in Market risk- Model development team.

Some of the key responsibilities will include:

- Being a key contributor to the Model Development group of the company, responsible for independently creating Market Risk Models and Pricing for a variety of financial assets, PFE and VaR calculations for counterparty credit limit.

- Perform back testing, benchmarking for the current model and design and implement new adhoc stress tests to capture micro-macroeconomic market dynamic.

- Communicating with trading desks and legal department to understand the business and legal aspects of the trades that could impact in risk aggregation,

- Interact with technology for market data standard and model integration, and also model risk management group for timely delivery of model maintenance.

To be eligible for this role you will require:

- Strong quantitative background and creative problem-solving skills with an ability to describe complex systems in simple terms.

- Advanced experience in programming languages (Python, C/C++, R, MATLAB)

- Ability to work in a high-pressure environment and a good team player.

- Must be extremely focused, detail oriented, results oriented and highly productive.

- Prior experience of financial products such as RMBS/CMBS/ABS is a plus.

- Excellent communication and writing skills.