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.
The candidate is required to work in collaboration with London/New York/Berlin teams on various quantitative and regulatory driven projects.
We strive for a culture in which we are empowered to excel together every day.
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
Model methodology development
Hands-on development in Python or C++
Experience in Market Risk and Capital calculation
Nice-to-have
Exposure to finance and derivatives
Project and stakeholder management
Knowledge of financial pricing models
Key Requirements
Strong educational background in quantitative discipline