Financial Instruments Valuation and Market Risk Manager
Core
Lead projects in valuation of financial instruments (debt with embedded derivatives, structured products, derivatives, commodity contracts) and assist clients with model development and validation for market and liquidity risk.
Role type
Manager, Financial Risk & Regulatory (Financial Risk Management)
Builds
Valuation models, risk models (market, liquidity), and GenAI solutions for financial services clients.
Domain
Financial Services / Risk Management / 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 (Math, Statistics, Physics, Engineering), Complex financial instruments knowledge, Accounting requirements for Financial Instruments.
Preferred skills
GenAI solution development, Client presentation skills, Mentoring/coaching.
Technologies
MATLAB, Python, R, FINCAD, GenAI tools
Responsibilities
Lead valuation projects for complex financial instruments; Lead model development and validation for market and liquidity risk; 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.
Seniority
Manager, hands-on IC with team leadership
