REQUIREMENTS: Masters degree or foreign equivalent in Quantitative Finance or a related field and three (3) years of experience in the job offered or related occupation: Utilizing experience with Matlab, Python, R, C++, and C# to design and develop validation tools for valuation and pricing models, stress testing frameworks, Value-at-Risk (VaR) and Expected Shortfall analysis, risk attribution and factor-based risk analysis, and credit risk and sensitivity analysis including Greeks, duration, and convexity; Working with financial pricing and risk models across asset classes, including Generic Bonds, Equities, Equity Options, FX Forwards, Interest Rate Swaps, Futures, fund and Options, to price instruments and calculate comprehensive risk profiles for both cash and derivative products; Utilizing risk methodologies, including stress testing, historical and Monte Carlo simulations, to evaluate market risk for equities, fixed income instruments, and futures and options derivatives; Utilizing Agile development and testing practices, including Git-based version control systems to manage regression test codebases, automated testing tools, and regular updates of market data; Performing automated testing of analytics engines, including building and maintaining Azure DevOps pipelines to automatically execute large-scale XML-based valuation and risk queries; Working with relational databases and datasets, including using SQL including Oracle and SQL Server to query, analyze, and validate raw database records; understanding data ingestion pipelines and supporting data import/export workflows by connecting datasets to platform servers; Liaising across teams to troubleshoot issues including analyzing discrepancies, evaluating root causes, and continuously extending analytical regression tests to ensure complete and efficient coverage across all supported statistics and asset types. REQUIREMENTS: Masters degree or foreign equivalent in Quantitative Finance or a related field and three (3) years of experience in the job offered or related occupation: Utilizing experience with Matlab, Python, R, C++, and C# to design and develop validation tools for valuation and pricing models, stress testing frameworks, Value-at-Risk (VaR) and Expected Shortfall analysis, risk attribution and factor-based risk analysis, and credit risk and sensitivity analysis including Greeks, duration, and convexity; Working with financial pricing and risk models across asset classes, including Generic Bonds, Equities, Equity Options, FX Forwards, Interest Rate Swaps, Futures, fund and Options, to p.