Description
Basic Qualifications:Quantitative skills.
2+ years experience in financial industry with exposure to Market Risk measurement.
Experience in building, managing and improving processes.
Must have Excel skills including strong VBA programming and ability to query database systems directly using SQL.
Experience working with stakeholders in different business areas and levels of seniority.
Strong Communication Skills.
Preferred Qualifications:
Post Graduate (Masters) or Professional Qualification in Economics, Finance or other quantitative discipline.
Exposure or direct experience with Basel II regulatory capital requirements.
Experience in performing VaR based risk analysis.
Familiarity with concepts and terminology such as VaR, Expected Shortfall, Options Greeks and Monte Carlo simulation.
Strong multi-tasking skills.
To find out more about Huxley Associates please visit www.huxley.com