Manager - FEM Market Risk, Quantitative Risk Advisory (BB-246AE)
Found in: Talent CA
Description:What will your typical day look like ?
In this role you will help financial services industry (FSI) clients face quantitative issues with informed confidence. Using your deep technical skills and leveraging our global network of experts, you’ll provide professional advice to our FSI clients in a wide range of situations. The result? Our clients will be better placed to take control and receive the best solutions to their complex challenges.
Develop/validate/review Capital Markets and Market Risk models (e.g. Financial Derivatives Pricing, VaR, Counterparty Credit Risk, XVA, FRTB and CCAR models) based on industry best practices.
Additionally, you will also be able to learn and work in other quantitative and analytical areas such as credit modeling, forecasting and stress testing, customer behavior modeling, and with innovations such as Machine Learning and Artificial Intelligence.
Deloitte’s Financial Advisory practice delivers highly specialized advisory solutions for companies facing critical business events where significant value is at stake, in every phase of the economic cycle.
Our work is often high profile, high impact, and highly rewarding. If you’re looking for a challenge and an opportunity to grow your career alongside the best and brightest in the industry, you’ll find it in Financial Advisory at Deloitte. Broaden your skills. Broaden your reach. Broaden your career. It’s all possible at Deloitte.
You are someone with:
• 3 to 7 years of relevant experience in either a model development or model vetting function;
• Graduate degree in a quantitative discipline such as PhD or Master Degree in Financial Engineering, Statistics, Econometrics or other relevant post graduate degree;
• Solid programming skills (e.g. Python/MATLAB/ /Visual Basic/C++/C#);
• Knowledge of financial products (e.g options, swaps, etc.) and their modeling and calibration in both risk–neutral and real world with emphasis on equity derivative products;
• Knowledge of quantitative methodologies in market risks (e.g.VaR, FRTB, CCR, XVA, etc.) and Economic Capital;
calendar_today5 days ago