Financial Instruments Valuation and Market Risk Manager
Core
Lead valuation projects for complex financial instruments (debt with embedded derivatives, structured products, derivatives, commodity contracts) and assist clients with model development/validation for market and liquidity risk.
Role type
Manager, Financial Risk & Valuation
Builds
Production financial risk models, valuation solutions, and GenAI tools for client advisory
Domain
Financial Services / Quantitative Finance
Deliverable
production ML models | product features
Required skills
Financial instrument/derivatives valuation, Market risk modeling, Banking/treasury experience, Financial modeling (MATLAB, Python, R, FINCAD), Interest rate/commodity/FX/equity/credit risk modeling, Value at Risk (VAR), Quantitative discipline background, Complex financial instruments knowledge
Preferred skills
Accounting requirements for Financial Instruments, GenAI solution development, Client presentation skills, Mentoring/coaching
Technologies
MATLAB, Python, R, FINCAD
Responsibilities
Lead valuation projects for complex financial instruments, Assist with model development and validation of market and liquidity risk models, Provide advice on risk management and hedging strategies, Conduct market research on valuation methodologies, Assist in client presentations and proposals, Assist in developing GenAI solutions for service delivery
