You will join the Market Risk Strats unit within GSA, which is a team comprised of people with technology, front office quant and risk methodology experience
Job Summary
You will join the Market Risk Strats unit within GSA, which is a team comprised of people with technology, front office quant and risk methodology experience.
Your immediate focus will be on methodology development and implementing models for Market Risk and Capital calculation, such as FRTB, VaR, Stress Testing and Economic Capital, as well as a further build-out of a scalable and flexible Front Office pricing and risk management system with consistent interface to Market and Credit Risk, Finance and Treasury.
As part of our flexible scheme, here are just some of the benefits that you’ll enjoy, Best in class leave policy. Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term Life Insurance Complementary Health screening for 35 yrs. and above.
Matching Summary
You will join the Market Risk Strats unit within GSA, which is a team comprised of people with technology, front office quant and risk methodology experience.
Skills & Requirements
Must-have
Market Risk and Capital calculation
FRTB, VaR, Stress Testing
Python and C++ development
Quantitative modelling expertise
Model methodology development
Nice-to-have
Collaborative work environment
Continuous learning culture
Flexible benefits scheme
Cross-business and cross-functional approach
Key Requirements
Strong educational background in quantitative discipline