Quantitative Risk Consultant
Core
Support and enhance the Final Risk Analytics library, contribute to software implementation for client projects, and validate risk measurement methodologies.
Role type
Quantitative Risk Consultant (Financial Risk Analytics)
Builds
Risk analytics library covering market risk, counterparty credit risk (CCR), valuation adjustments (xVA), and regulatory risk measures.
Domain
Financial services / Quantitative finance
Deliverable
production ML models
Required skills
Python, financial derivatives, risk management, analytical problem-solving, English, Japanese
Preferred skills
Sciences/engineering/mathematics background, market risk, CCR, xVA, buy-side risk experience
Technologies
Python
Responsibilities
Support and enhance the Final Risk Analytics library; Contribute to software implementation work for client projects; Test, validate and maintain methodologies for risk measurement and analysis; Analyse regulatory updates and assess their impact on the library.
Seniority
Entry Professional