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Risk
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HEA001885 Requisition #
Thanks for your interest in the AVP, Risk Quant position. Unfortunately this position has been closed but you can search our 2 open jobs by clicking here.
Minimum Qualification
  • A higher academic qualification in quantitative area (Master, Ph.D.) e.g. mathematical finance, econometrics, physics
  • Strong knowledge in pricing models, pricing theory, curve construction and/or CVA, exposure models
  • Good knowledge of the asset classes (FI, FX, commodities, equities, hybrid derivatives)
  • Strong knowledge in Mathematics, Statistics, Stochastic calculation and Numerical analysis
     
Minimum Experience
  • Work experience of 4-7 years in model validation or in quantitative area in Financial Markets / Market Risk with reputable Banks
  • Ability to work accurately under pressure to tight deadlines.
  • Experience Market Risk / Trading systems including Bloomberg, Reuters, Murex or similar
  • Strong communication, presentation and writing skills
  • Knowledge of Arabic is desirable, but not essential
  • Knowledge of Murex, Numerix and/or coding skills in C++/Matlab would be a distinct advantage

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