-Development of cutting edge tools and systems to enhance Validus's trade reporting, analytics and risk management capabilities.
-Providing quant resource to a broader consultancy team, more specifically modelling and analysing hedging strategies for internal stakeholders and clients.
-Application and understanding of data structures and software development to optimise existing tools and procedures through identifying and improving on inefficiencies.
-Development of strategies for complex quantitative problems using approaches such as mathematical optimisation, numerical methods and statistical analysis including Monte Carlo simulation.
-Quantifying, measuring and managing clients risk exposures using different tools i.e. VaR, sensitivity analysis and probabilistic analysis.
ESSENTIAL SKILLS, EXPERIENCE AND QUALIFICATIONS:
-Professional experience (>3yrs) in financial markets, ideally including exposure to OTC FX derivatives -Exceptional Python (preferred) and R/Matlab programming skills -Excellent communication skills (written and verbal) -Experience with numerical methods (including Monte-Carlo) -Excellent analytical and problem-solving abilities -Inquisitive nature, ability to ask right questions and escalate issues
-Risk & control mind-set -Team work oriented
DESIRABLE SKILLS, EXPERIENCE AND QUALIFICATIONS:
-MS degree in Maths, Finance, Physics, Computer Science, Engineering or similar -Familiarity with probability, statistics, numerical methods and mathematical optimization -Experience with derivatives risk systems or other systems based on the application of financial models -OTC Derivatives pricing experience
-Experience of GIT -Experience of the full software lifecycle: design, coding, test, deployment, and ongoing support -Familiarity with quantitative finance and trading
ABOUT THE COMPANY
Validus Risk Management is an independent market risk advisory firm specialising in the management of currency, interest rate and commodity price risk.
We work with companies to design and implement strategies and processes to measure, manage and monitor financial risk, using a market-tested combination of specialist consulting services and innovative risk technology.
Our systematic financial risk management methodology has been designed to increase risk transparency, create customised risk management solutions, and facilitate the efficient execution of hedging transactions by minimising information asymmetry between clients and banking counterparties.
The Validus Risk Management advisory service gives our clients access to the latest risk management technology and independent expertise at a fraction of the cost of an in-house financial risk management function. Validus works with a range of companies across the globe, from SMEs to multinational corporations, as well as pension funds and leading alternative investments funds (Private Equity, Secondaries, Private Debt, Real Estate) with combined AUM in excess of $2tn. Validus arranges and advises on over $90bn in hedging transactions annually.