Senior Consultant - Financial Model Validation

Fixed Income Financial Model Validation – Senior Consultant

Assist our client, a major player in the fixed income capital market business, to conduct fixed income financial model validation. The client utilizes several financial modeling applications to manage its business transaction and risk reporting of instruments with interest rate options. The Sr. consultant will assist the model validation team to review these financial modeling applications and conduct thorough model validation work to meet the latest regulatory requirements about model risk management.

• Fixed Income business knowledge – qualified candidate should have some level of fixed income business knowledge and/or experience, preferably in residential mortgage‑backed securities.
• Financial modeling experience – prefer candidate who has multiple years of work experience in conducting Fixed Income financial model research and/or validating Fixed Income financial models. Familiarity with valuation of financial instruments with interest rate options is a plus.
• Financial accounting knowledge – ideal candidate should have some experience or knowledge in accounting to understand the financial report impact for various trading and/or other portfolio management activities.
• Data skills – be able to pull data, manipulate data, develop reports, and perform financial data analysis.
• Analytical skills – good problem solving skills with the ability to trace findings to root cause and work with other team members to get results.
• Communication skills – must be able to communicate clearly and precisely. Excellent technical writing skills.

• Minimum postgraduate degree in Finance, Economics, Business and/or other applicable majors, with undergraduate degree in quantitative majors preferred.

• At least 5 years of combined professional work experience and/or postgraduate education.

Assist our client to conduct fixed income risk management related business/system analysis. The client is conducting a multi-year system migration and transformation project to modernize its trading platform. As a result, the asset management system, model and data feeds need to be analyzed for seamless integration. The principal consultant is to advise the capital market business director on detailed tactics to meet these challenges.

• Fixed Income business experience – qualified candidate should have direct multi‑year fixed income business experience, preferably in mortgage‑backed securities trading or risk management.
• Financial accounting knowledge – ideal candidate should have experience working with finance/accounting team to understand the accounting and financial report impact for various trading and/or other portfolio management activities.
• Financial system migration experience – candidate should have experience in working with large financial system migration, including financial models and data migration.
• Data skills – be able to pull data, manipulate data, develop reports and perform complex data analysis.
• Analytical skills – good problem solving skills with the ability to follow issues through to completion.
• Communication skills – must be able to communicate clearly and precisely. Excellent technical writing skills.

• Postgraduate degree in Finance, Financial Engineering, Economics, Business and/or other applicable majors.

• At least eight years of professional work experience in fixed income financial service industry.

The consultant team will help our client to modularize Matlab code using Matlab Production Server and compiler and build a Web application to integrate the functions. The Sr. Software Developer will work with a Sr. Financial Modeler to create Microsoft Excel add‑ins and .NET components for the Web applications.

• Data skills – be able to pull data, manipulate data, develop reports and perform complex data analysis.
• Experience wrapping Matlab functions – work with Matlab programmer to wrap Matlab functions and programs for integration/deployment in Matlab Production Server.
• Deplo…