Quantitative Analyst Role - Financial Risk Management
Responsibilities & Technical Duties
• Understand the business nature and its working protocols.
• Conduct data analysis and research. Gather, process, and analyze large-scale financial datasets to
extract meaningful insights and identify trends. Utilize statistical and quantitative techniques to build
...
predictive models that aid in making informed risk management decisions.
• Providing analytical skills and being involved in mathematical modeling, including the contribution to
the development and implementation of pricing /valuation, risk quantification, and risk mitigation
models.
• Develop, implement, and validate advanced financial models for the measurement and management
of market risks such as Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), Stress Testing, and
Scenario Analysis.
• Conduct complex quantitative analyses of the different types of derivatives, including Greeks (Delta,
Gamma, Vega, Theta, Rho), risk mapping, and sensitivity analysis.
• Use statistical analysis and time-series data to identify market trends, volatilities, and correlations whilst
being adapted to each client’s objectives.
• Collaborate with the Hedge Advisory team to understand the risk profile of assigned clients/projects
and the nature of their core business from a financial risk management perspective.
• Generate comprehensive risk reports detailing measures like Potential Future Exposure (PFE), and
Expected Shortfall (ES), and communicate findings to project managers and/or clients.
• Keep abreast of developments in financial regulations (like Basel, Dodd-Frank, EMIR) and market
trends to adjust risk management strategies accordingly and as applicable.
• Work closely with the firm’s technology team to develop, maintain, and enhance risk management
applications and tools offered to our clients.
• Advanced use and understanding of Microsoft office package (mainly PowerPoint, Excel, Word, etc.).
Preferably possess good programming skills, particularly in Python, R, or MATLAB.
• Able to structure, and when required, present and explain complex financial transactions and
instruments to clients while demonstrating strong communication and report writing/presentation skills.
• Assist in drafting and formatting clients' presentations, reports, proposals, and marketing/pitching
material.
• Continually support the service delivery and client engagement process and ensure that our client
service standards and the quality of output are being achieved.
• Prepare and share with clients daily/weekly/on-need-basis market commentary as per direct manager
guidelines.
• Take full responsibility for the assigned mandates that are governed by the firm and accomplish related
tasks based on direct manager guidelines.
• Maintain up-to-date market knowledge and awareness; Be able to project manage multiple
tasks/engagements/transactions while maintaining a clear focus on detail and quality of service
delivery against client deadlines.
What makes you a perfect fit
• A bachelor’s degree or master’s degree in quantitative finance, Financial Engineering, Mathematics,
Statistics, or a related field.
• At least 3-5 years of proven experience in mathematical modeling, quantitative analysis, and
statistical methods within the finance domain.
• Good understanding of Financial Risk Management. FRM certification is a plus but not a requirement.
• Any experience in consulting and advisory roles are a plus but not a requirement.
• Strong understanding of derivatives markets, including the pricing, trading, and risk management of
derivatives, especially those linked to interest rates and FX.
• Proficient in financial modeling and statistical analysis.
• Excellent quantitative skills, mathematical proficiency, and strong attention to detail.
• Fluency in English is a must.
• Strong communication skills, with the ability to explain complex mathematical concepts to non-technical
stakeholders.
• Thinking out of the box and willing to take initiatives and drive them forward.
• Outstanding verbal and written communication. The ability to explain complex issues concisely.
show more
Quantitative Analyst Role - Financial Risk Management
Responsibilities & Technical Duties
• Understand the business nature and its working protocols.
• Conduct data analysis and research. Gather, process, and analyze large-scale financial datasets to
extract meaningful insights and identify trends. Utilize statistical and quantitative techniques to build
predictive models that aid in making informed risk management decisions.
• Providing analytical skills and being involved in mathematical modeling, including the contribution to
the development and implementation of pricing /valuation, risk quantification, and risk mitigation
models.
• Develop, implement, and validate advanced financial models for the measurement and management
of market risks such as Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), Stress Testing, and
Scenario Analysis.
• Conduct complex quantitative analyses of the different types of derivatives, including Greeks (Delta,
Gamma, Vega, Theta, Rho), risk mapping, and sensitivity analysis.
• Use statistical analysis and time-series data to identify market trends, volatilities, and correlations whilst
...
being adapted to each client’s objectives.
• Collaborate with the Hedge Advisory team to understand the risk profile of assigned clients/projects
and the nature of their core business from a financial risk management perspective.
• Generate comprehensive risk reports detailing measures like Potential Future Exposure (PFE), and
Expected Shortfall (ES), and communicate findings to project managers and/or clients.
• Keep abreast of developments in financial regulations (like Basel, Dodd-Frank, EMIR) and market
trends to adjust risk management strategies accordingly and as applicable.
• Work closely with the firm’s technology team to develop, maintain, and enhance risk management
applications and tools offered to our clients.
• Advanced use and understanding of Microsoft office package (mainly PowerPoint, Excel, Word, etc.).
Preferably possess good programming skills, particularly in Python, R, or MATLAB.
• Able to structure, and when required, present and explain complex financial transactions and
instruments to clients while demonstrating strong communication and report writing/presentation skills.
• Assist in drafting and formatting clients' presentations, reports, proposals, and marketing/pitching
material.
• Continually support the service delivery and client engagement process and ensure that our client
service standards and the quality of output are being achieved.
• Prepare and share with clients daily/weekly/on-need-basis market commentary as per direct manager
guidelines.
• Take full responsibility for the assigned mandates that are governed by the firm and accomplish related
tasks based on direct manager guidelines.
• Maintain up-to-date market knowledge and awareness; Be able to project manage multiple
tasks/engagements/transactions while maintaining a clear focus on detail and quality of service
delivery against client deadlines.
What makes you a perfect fit
• A bachelor’s degree or master’s degree in quantitative finance, Financial Engineering, Mathematics,
Statistics, or a related field.
• At least 3-5 years of proven experience in mathematical modeling, quantitative analysis, and
statistical methods within the finance domain.
• Good understanding of Financial Risk Management. FRM certification is a plus but not a requirement.
• Any experience in consulting and advisory roles are a plus but not a requirement.
• Strong understanding of derivatives markets, including the pricing, trading, and risk management of
derivatives, especially those linked to interest rates and FX.
• Proficient in financial modeling and statistical analysis.
• Excellent quantitative skills, mathematical proficiency, and strong attention to detail.
• Fluency in English is a must.
• Strong communication skills, with the ability to explain complex mathematical concepts to non-technical
stakeholders.
• Thinking out of the box and willing to take initiatives and drive them forward.
• Outstanding verbal and written communication. The ability to explain complex issues concisely.
show more