- Exposure to the front-office model and understanding of market standards approaches.
- Practical experience of modelling techniques, ideally, some-asset class experience
- Good understanding of risk categories which are : market risk, counterparty credit risk, prime services and xva
- Basic product and pricing model knowledge, their risk factor and their application/impact in the risk model
- Good understanding of market abuse scenarios
- Trade surveillance process and systems like MANTAS,SMART,MAST
- Good understanding of FM product – Foreign exchange, rates, credit and commodities products and debt issuance
- Needs to have Market Risk and Pricing background
- Quant experience is good to have
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