Advanced Financial Modeling Specialist
2 weeks ago
We are seeking an Advanced Financial Modeling Specialist to join our team at Link Group. This role requires a strong understanding of financial products, risk management, and quantitative modeling.
About the RoleThis position involves working on complex financial models, risk frameworks, and regulatory requirements across various asset classes. As an Advanced Financial Modeling Specialist, you will be responsible for developing, validating, and back-testing quantitative models to support business decisions.
Key Responsibilities- Develop and maintain advanced financial models for pricing derivatives and managing risk.
- Design and implement Monte Carlo methods, Finite Difference methods, and Stochastic Calculus for pricing and risk analysis.
- Collaborate with stakeholders to translate business requirements into actionable quantitative models.
- Analyze and interpret results from model simulations and provide recommendations for business decisions.
To be successful in this role, you will need:
- A Bachelor's, Master's, or Ph.D. in Computational Finance, Mathematics, Engineering, Statistics, or Physics.
- 4-5 years of experience in quantitative finance, risk management, or model development.
- Proficiency in R, SQL, VBA, Python, Java, C++, and knowledge of market risk (VaR, Stressed VaR, Expected Shortfall) and credit risk (CVA, PFE).
- Experience with risk modeling, credit portfolio modeling, and regulatory compliance (CRR, ECB, Basel, FRTB).
- Strong problem-solving and communication skills.
- Certifications: FRM, CQF, CFA, PRM.
- Experience with ETRM/CTRM systems (e.g., Calypso, SunGard, Murex, Bloomberg, RiskMetrics).
- Knowledge of AI, Blockchain, RPA, Cloud, and Microservices in finance.
As an Advanced Financial Modeling Specialist at Link Group, you will have the opportunity to work on challenging projects, develop your skills, and collaborate with experienced professionals in the field. If you are passionate about financial modeling and risk management, we encourage you to apply.
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