Independent Valuation of Financial derivatives and instruments 

Assist clients with model development/validation of valuation and market risk models

Advice on risk management, hedging strategies and appropriate derivative instruments

Advisory assistance for market risk management

Relevant experience in derivative valuation and banking/treasury risk management experience or risk management advisory experience 

Master’s degree in Math, Statistics, Physics, Engineering or a similar quantitative discipline is required 

Experience with creating financial models utilizing strong programming skills in C++, Visual Basic, Matlab, etc. 

Experience with modeling interest rate, FX, equity or credit risk is desirable

Experience with Value at Risk (VAR) is desirable

An understanding of accounting requirements related to Financial Instruments would be beneficial

Communications skills demonstrated through the ability to write proposals, reports, presentations, etc.

Ability to interact well with others in a professional, team-oriented, client service environment, and to mentor/coach these team members toward developmental objectives

A demonstrated commitment to valuing differences and working alongside diverse people and perspectives