The division is ideal for collaborative individuals who have strong ethics and attention to detail.
Within FSRM, the Market Risk (MR) team focuses on supporting clients ranging from large domestic banks to global financial institutions in developing, validating or reviewing Capital Markets and Market risk models (e.g., Derivatives Pricing, VaR/ES, Counterparty Credit Risk, FRTB, xVAs, Hedge effectiveness testing) based on industry best practises.
You will work within different sized, multi-disciplinary teams and play a key role in ensuring high quality outputs and service to our clients. The role involves developing knowledge and implementing new solutions to meet the ever-changing needs of our clients. We value intellectual curiosity and a passion for promoting solutions across organizational boundaries.
Key
- Lead and manage a team of 5 8 professionals, including Senior Consultants and Analysts, in delivering high-quality Financial Services and Risk Management engagements aligned with client objectives.
- Provide subject matter expertise on capital market instruments, focusing on pricing and risk assessment of fixed income, equity, FX, interest rate, credit, and derivative products.
- Take ownership of project planning and execution, ensuring timely delivery, quality assurance, and effective communication with stakeholders.
- Oversee and ensure the quality of deliverables, providing guidance and final review to maintain high standards.
- Serve as the primary point of contact for mid-level client stakeholders, managing expectations and ensuring satisfaction.
- Stay current with financial market developments and regulatory changes to inform strategic recommendations.
- Adapt to diverse projects involving model audits, validation, and development, demonstrating flexibility and domain expertise.
- Mentor and coach junior team members, fostering a culture of continuous learning and performance excellence.
Qualifications, Certifications, and Education
Must-have
- Bachelor s degree in quantitative finance, Financial Engineering, Mathematics, Physics, Statistics, Engineering or other numerical subjects from a reputable institution.
- 3 7 years of experience in financial services, consulting, or risk management, with exposure to pricing, valuation, or quantitative modeling of financial instruments.
- Strong understanding of risk analytics, including hedge effectiveness.
- Proficiency in at least one programming or analytical language (e.g., Python, VBA, MATLAB).
- Familiarity with financial data platforms and tools (e.g., Bloomberg, Refinitiv, Numerix).
- Excellent analytical, communication, and documentation skills.
- Proven ability to manage multiple projects and deliver results in a fast-paced, client-facing environment.
Preferred
- Professional certifications such as FRM, CFA, or PRM.
- Experience with at least one pricing/risk management system (e.g., Calypso, Murex, Bloomberg).
- Exposure to quantitative and qualitative analysis of risk exposures, including scenario analysis and stress testing.
- Proven team management skills, including mentoring and developing junior staff.
- Willingness to travel for client engagements as required.