Quantitative Analyst

Job Responsibilities

As part of this role, you will be expected to:

1. Validate and assess a wide range of pricing and risk models written in Python.
2. Take an active role in the development of both benchmark and challenger models.
3. Carry out VaR analysis of these models.

In addition to the above, you will also be responsible for:

• Working closely with the team to ensure models meet regulatory requirements.
• Providing feedback and recommendations on model enhancements.
• Collaborating with other teams across the organization to identify and implement improvements.

Overall, you will play a critical role in the evaluation and enhancement of pricing and risk models, contributing to the success and growth of the organization.