System Analyst - Pricing & Valuation

Unison Group; Delhi; On-site; INR 3,000,000 - 4,200,000; Full time

Job summary

Unison Group in India is seeking a self-motivated risk management professional with a strong background in derivatives valuation and risk evaluation to enable strategic changes in traded risk management.

The role requires deep knowledge of pricing models for x-Asset products and strong technical skills in Python, C++ and R, collaborating with both technical and non-technical stakeholders to deliver scalable risk solutions.

Qualifications

• Experience in derivatives valuation and risk evaluation for trading books.
• Understanding pricing models for x-Asset products and required market data.
• Knowledge of risk evaluation and sensitivities.

Skills

Derivatives valuation

Risk evaluation

Pricing models

Python

C++

R

Quantitative pricing

Stakeholder communication

Software development lifecycle

Large-scale systems

Job description

• Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
• Good understanding of X-Asset Derivatives Pricing and Risk
• Strong technical knowledge
• Good business domain knowledge of Banking & Trading book
• 6+ years or more track record in Derivatives valuation and Risk evaluation capabilities for a multi-national/regional company
• Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
• Good problem solving, analytical, synthesis, system thinking and solutioning skills
• Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders
• Strong influencing skills to achieve alignment up and down the organization
• Experience in implementing large-scale, highly available applications or other large project implementation
• Proven result-oriented person with a focus on delivery
• Good understanding and experience in software development cycle

• Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
• Good understanding of X-Asset Derivatives Pricing and Risk
• Strong technical knowledge
• Good business domain knowledge of Banking & Trading book
• 6+ years or more track record in Derivatives valuation and Risk evaluation capabilities for a multi-national/regional company
• Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
• Good problem solving, analytical, synthesis, system thinking and solutioning skills
• Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders
• Strong influencing skills to achieve alignment up and down the organization
• Experience in implementing large-scale, highly available applications or other large project implementation
• Proven result-oriented person with a focus on delivery
• Good understanding and experience in software development cycle

Requirements

• Experience working with Derivatives valuation and Quantitative pricing
• Understanding of Pricing models for x-Asset products and required Market data
• Understanding of Risk evaluation and Sensitivities
• Programming knowledge (Python / C++ / R) would be an advantage
• Strong technical & functional background
• Quantitative Pricing and Risk