Masters degree or foreign equivalent degree in Finance, Mathematics, Economics, Statistics, or a stated field plus two 2 years of related quantitative risk management experience.br br Must have two 2 years of experience withinbr br Risk management for either OTC IRS, FX, CDS, or equity or exchange traded futures and options asset classes; andbr Pricing complex derivatives and performing advanced statistical analysis on underlying risk factors including returns distribution, volatility, and correlations.br br Must have one 1 year of experience withinbr br Developing risk models including at least one of the following Historical VaR, Monte Carlo VaR, MultiFactor Risk Models, Stressed VaR, or Liquidity Risk models;br Probability theory, stochastic processes and providing theoretical justifications of Risk Models they have developed;br Programming languages including at least one of the following C, C#, Python, R, VBA or SQL; andbr Working with senior management requiring consensusbuilding.
Categories: eb3
0 Comments