Support the expansion of Risk and Modeling functionality within the BAMS suite, providing guidance on model validation and supporting the design and implementation of risk management functions
Job Summary
Support the expansion of Risk and Modeling functionality within the BAMS suite, providing guidance on model validation and supporting the design and implementation of risk management functions.
Work with clients analyzing and implementing their risk requirements, building custom solutions for risk and valuation modeling projects, and providing level 2 support for clients in risk modeling and pricing valuation.
Be comfortable working with traders and quants in demanding environments on model validation projects.
Matching Summary
Support the expansion of Risk and Modeling functionality within the BAMS suite, providing guidance on model validation and supporting the design and implementation of risk management functions.
Skills & Requirements
Must-have
Risk and Modeling Functionality
Model Validation
Stress Testing
Value-at-Risk
Valuation Knowledge of Derivatives
Portfolio Risk Strategies
Nice-to-have
Client Risk Requirements Analysis
Custom Solutions for Risk Modeling
Product Development Prioritization
Level 2 Client Support
Working with Traders and Quants
Key Requirements
Advanced degree in quantitative discipline
0-5 years of experience
Solid valuation knowledge of various instrument types