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Fund Services Risk Analyst

Responsibilities

Your Role: 

  • You will produce accurate custom and regulatory risk management and fund performance analytics reports to be distributed to hedge fund clients, their investors and regulatory bodies in a timely manner
  • Resolve all queries to risk reports
  • Support the new business process – on-boarding new clients, assisting in the preparation of demos, marketing literature, maintaining demo risk system and product development (eg exploring/researching/bringing to market possible new revenue streams such as in response to emerging regulations)
  • Be involved in the maintenance, prototyping and user acceptance testing of internally developed valuation models and risk tools
  • Perform operational risk management – risk reporting process documentation, improving processes through increasing level of automation, ensure consistent application of CFS policies and procedures, identify and appropriately communicate potential internal and external risks.
  • Assist relationship managers by participating in monthly calls or any escalation relating to day-to-day risk reporting issues, participate in communication/escalation aspects of complex issues resolution
  • Contribute to cross functional training initiatives

Qualifications

About You:

  • You have a quantitative background with a Bachelor/higher level degree or professional qualification (MSc, PhD, CQF, FRM, PRMIA, GARP, CFA, FIA)
  • A quick learner who is self-motivated and demonstrates a strong attention to detail while multi-tasking
  • Excellent oral and written communication skills and interpersonal skills
  • Proficient in Excel, VBA, SQL and Python
  • 0-2 years of experience in Financial Services, preferably with detailed knowledge of pricing/valuing/risk management of OTC derivatives using both in-house models/financial libraries/risk systems and specialist vendors such as Bloomberg BVAL, SuperDerivatives and IHS Markit
  • Knowledge of investment risk measurement and management under regulatory frameworks such as Form PF, Form CPO-PQR, Annex IV, Basel III/CRD IV/CRR and Solvency II is advantageous

Investment Professional

Investment Professional

About Us:

  • Global investments across public markets, private equity, and alternatives.
  • Diversified portfolio spanning US equities, commodities, derivatives, crypto, and venture capital.
  • Focus on disciplined risk management, sustainable growth, and multi-generational wealth preservation.
  • Work directly with the Founder on research, portfolio monitoring, and trade execution.
  • Role involves quantitative research, algorithm development, and risk management, leveraging data, coding, and market expertise to generate alpha in a dynamic, capital-backed environment.

Job Responsibilities:

  • Quantitative Research & Financial Modelling:
  • Conduct in-depth research on companies, sectors, and macroeconomic trends to inform investment decisions.
  • Perform advanced data analysis using mathematical, statistical, and econometric techniques.
  • Develop, test, and implement models for risk forecasting, option pricing, and portfolio optimization.
  • Investment Analysis & Portfolio Support:
  • Evaluate equities, venture capital, and private investments through research, valuation modelling, and due diligence.
  • Prepare investment reports, memos, performance summaries, dashboards, and rational recommendations for the Founder.
  • Market Engagement & Research:
  • Stay abreast of market trends, financial innovations, and emerging technologies relevant to investment activities.
  • Algorithmic & Data-Driven Projects:
  • Contribute to the design of quantitative trading models and algorithms to exploit market inefficiencies.
  • Support the development of internal investment tools (e.g., HFT simulations, forecasting systems).
  • Operational & Administrative Support (approx. 10%):
  • Provide support in reporting, compliance, and daily office operations.
  • Perform any additional duties assigned as required.

Job Requirements:

  • Experience:
  • Minimum 5 years of progressive experience in investment analysis, portfolio management, trading, or related roles.
  • Prior experience in a family office, asset management firm, or hedge fund is preferred.
  • Qualifications:
  • Bachelor’s/Master’s degree in finance, mathematics, engineering, computer science, or other quantitative fields.
  • Professional certifications (CFA/FRM) are an advantage; CQF/MFE is a strong plus.
  • Attributes:
  • Highly analytical, detail-oriented, with strong problem-solving skills.
  • Ability to work independently and collaboratively in a fast-paced environment.
  • Adaptable, self-motivated, and able to perform under pressure.
  • Technical Proficiency:
  • Advanced proficiency in financial software, data analysis tools, and Microsoft Office.
  • Strong programming experience in Python/R/C++ and machine learning applications.
  • Ability to code and deploy trading strategies via APIs (broker/exchange connectivity) is highly preferred.
  • Market Knowledge:
  • Strong familiarity with equities, fixed income, derivatives, digital assets, market dynamics, and risk management practices.
  • Language:
  • Fluent in written and spoken English.

FS-RISK CONSULTING-FSRM – QTB-SENIOR

EY’s Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include: market, credit and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls.

Within EY’s FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provides solutions that can help FSO clients to identify, measure, manage and monitor the market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities.

Within FSRM, the Quantitative Trading Book (QTB) team assists clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back-office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure. Practical implementation knowledge of risk and capital management is a key competency of QTB, focused on regulatory capital, market and counterparty credit risk management and broker-dealer capital requirements. Clients include large domestic and global financial institutions, broker-dealers, foreign banking organizations, asset management firms and insurance companies with significant capital markets activities.

Your key responsibilities

  • Demonstrate deep technical capabilities and industry knowledge of financial products
  • Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services
  • Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client’s business
  • Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes
  • Play an active role in mentoring junior consultants within the organization

To qualify for the role, you should have:

  • Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics.
  • Working knowledge or academic experience of statistical and numerical techniques (E.g., Monte-Carlo methods, Finite difference methods)
  • Knowledge of mathematical concepts and domain knowledge related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities
  • Strong risk management/model development/validation knowledge in market risk (VaR, Stressed VaR, Expected Shortfall, etc.) and/or counterparty credit risk (CVA, PFE, etc.).
  • Good hands-on experience in model development/validation/monitoring/audit procedures (including Stress testing, Back-testing, Benchmarking, etc.).
  • Knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus (ODE/PDE/SDE), Numerical Methods, Linear algebra, Measure Theory. Related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities
  • Development/Validation/Annual Review of Equity pricing models, Interest Rate Models (HW1F, HW2F, HJM, LMM), Stochastic Volatility (SABR, Heston) model, Local Volatility model (Dupire), frameworks for Volatility stripping and calibration, Bootstrapping of IR curves (Single curve, Multi curve framework), Asset Liability Management (NII, MVPE) and Prepayment Models.
  • Knowledge of Estimating Idiosyncratic volatility (specific risk) and estimating Beta, Handling missing data in time series, Validating proxy time series.
  • Strong coding skills in Advanced Python or Java, C++ with combination of Statistical packages in R. Basic knowledge of SQL is expected.
  • Excellent communication and strong problem-solving skills.

Good-to-have:

  • Certifications such as FRM, CQF, CFA, PRM
  • Regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB.
  • Pricing/Risk management system knowledge/experience – Calypso, SunGard Adaptiv, Murex, Numerix, Bloomberg, RiskMetrics, Spectrum, EQF, etc.
  • Willingness to travel to meet client needs

Supervisor – Financial Engineering

Fund Administration is Citco’s core business, and our alternative asset and accounting service is one of the industry’s most respected. Our continuous investment in learning and technology solutions means our people are equipped to deliver a seamless client experience.

 

You will be responsible for

  • Maintaining and enhancing current risk models for pricing, generating Greeks/sensitivities, scenario analysis, VAR and other risk measures attributed to various financial instruments. Large focus will be on OTC derivatives like IR Swaps, CDS, Options; various curve construction
  • Maintaining and enhancing performance attribution models like Brinson Attribution, multi-factor attribution, alpha decomposition, various chain linking methods, etc.
  • Designing and testing new analytical models for financial instruments not covered currently, hard to value derivatives
  • Spec’ing out the requested changes to Risk infrastructure, work closely with IT to get them implemented
  • Maintaining documentation for various parts of risk infrastructure
  • Providing periodic tutorials to Risk team on our infrastructure, analytics, etc. so that global team can be more self-sufficient
  • Working on projects for improving coverage of products, risk services as well as infrastructure
  • Providing support for client and internal escalation queries where deep dive into internal models, analytics and systems is required
  • Staying up to date with market developments, changes in standards for risk/performance analytics and make sure Citco Risk group stays ahead of the curve

 

About You:

    • You have a Bachelor or Master level degree in Quantitative Finance, Engineering or other Analytical subjects. Additional qualifications like CFA or FRM or CQF is a plus
    • 2-4 years of experience in Financial Services, preferably with exposure to Quantitative Modeling, Market Risk, Performance Analytics
    • Financial Modeling, Mathematical and advanced Quantitative skills
    • Understanding of basic algorithms, coding experience with Java, Python, C++, VBA or any other language is a plus
    • Experience with Databases SQL, Oracle and working with large data sets
    • Strong problem solving aptitude – proactively making sense of complex issues where ambiguity exists

Attention to details, drive for results, self-starter – energetic and tenacious achievement orientation

 

Internal Auditor – Focus Financial Risk Management, Vice President

We’re seeking an experienced candidate to join our Internal Audit team as a Vice President and Audit Coverage Manager leading coverage of Financial Risk Management within the MSESE Group based in Frankfurt. The Financial Risk Management audit team performs audits of the Second Line of Defense to form a view on the effectiveness of controls operating within Firm Risk Management.

The Internal Audit Division (IAD) drives attention and resources to vulnerabilities by providing an independent and well-informed view and impactful messages about the most important risks facing our Firm. This is accomplished by performing a range of assurance activities to independently assess the quality and effectiveness of Morgan Stanley’s system of internal control, including risk management and governance systems and processes. IAD serves as an objective and independent function within the Firm’s risk management framework to foster continual improvement of risk management processes.

This is a Vice President level position within Business Audit, which is responsible inspecting controls in front, middle and back offices.

What you’ll do in the role:

  • Formulate and lead a wide range of assurance activities to assess risks within coverage area and the state of controls in place to mitigate them
  • Proactively identify risk and emerging risk, and factor into risk assessment and assurance coverage
  • Articulate actionable insights to management regarding criticality and impact of risks to the business
  • Effectively partner with colleagues and stakeholders globally to drive effective working relationships
  • Align projects and initiatives with department and coverage area priorities, and oversee team’s execution of deliverables in accordance with audit methodology and quality standards

What you’ll bring to the role:

  • A minimum of ten years of relevant financial services experience
  • Advanced knowledge of Financial Risk Management core concepts, methodologies and applicable regulations, with a preference for those with experience of auditing fully –regulated German Banking entities
  • Strong understanding of audit principles, methodology, tools and processes (e.g., risk assessments, planning, testing, reporting and continuous monitoring)
  • Ability to articulate risk and impact clearly and succinctly to different audiences
  • Effective change and project management techniques and ability to support teams in adapting new ways of working
  • Ability to leverage and analyze data to inform focus and views on risk
  • Ability to coach and mentor others and create an inclusive work environment for team
  • Experience communicating with regulators
  • Relevant certifications (e.g., CIA, CFA, FRM, CQF) preferred

Chief Trainer (Capital Market – F O)

As a Trainer, you’ll be responsible for showcasing our products/services to potential clients through both online and offline demonstrations. Your primary goal will be to lead learning initiatives by self-delivery of learning content along with team deliveries. You’ll play a pivotal role in understanding client needs, effectively presenting our solutions, and providing exceptional support throughout the user’s learning process.

Key – Responsibilities :

· Identify training needs of the capital markets traders and building trading programmes both accurate and actionable.

· Delivery of Online and Offline Sessions scheduled primarily on their own with an eventual delegation to the supporting trainers.

· Training the existing training team in creating content for various learning initiatives.

· Working towards converting the potential clients to our clients by providing them detailed information & solving their queries.

· Directing structured learning experiences and monitor their quality results.

· Representing Quantsapp in various events and seminars across the country.

· Being the owner of CIC (Continuous Improvement Cycle) of existing content and programmes popular amongst Quantsapp users.

· Making on-line content for Mass Media to represent Quantsapp.

· Contribute to Print and Television media on occasions presented.

· Maintain the Training bandwidth to cater to all the training initiatives and ensuring the smooth functioning of entire Learning Team by Hire-Develop-Delegate model.

Requirements and skills:

· Proven experience in designing multiple training events in capital markets with Futures and Options in focus.

· Extensive knowledge Capital Markets in general and Futures & Options in particular.

· Hands-on with Options Trading will be an asset.

· Masters in Finance required, Charter in capital markets (CQF/CMT/CFA) desirable.

· Experience in managing team along with self-delivery of training

· Strong hold on Hindi, English required additional language preferred.

· Excellent Written & Communication skills.

· Must have delivered at least 1000 hours of training.

· Creation of self-generated trading models in Futures & Options is a plus.

· Presence on You Tube / Meta / LinkedIn/ Twitter with notable following is a plus.

Senior Technology Specialist

Lead the Design, development, and optimization of low-latency, high-performance new generation engine and analytics systems for crypto and multi-asset markets. Work closely with quant researchers and business teams to deliver scalable, fault-tolerant, and future-ready infrastructure.Key Responsibilities : – Low-latency and optimize real time data pipelines : ingestion, feature-engineering, signal generation, execution.- Develop and maintain modules to handle exchange connectivity (WebSocket/FIX).- Oversee time-series databases and high-throughput storage.- Implement GPU/FPGA acceleration and hybrid AI/ML-QC modules.- Ensure system resilience, monitoring, and ultra-low-latency performance, and fault-tolerant production deployments.Education & Qualification : Experience : 8 to 12+ years overall in software engineering / low-latency systems.- At least 8+ years in trading domain / HFT / low-latency finance systems.- Proven track record of leading development teams.Mandatory : – B.Tech / M.Tech in Computer Science, Electronics, Electrical Engineering, IT, or Applied Mathematics from IITs, NITs, IIITs, BITS, or other Tier-1 institutes.- M.Sc / M.Tech in Data Science, Computational Mathematics, or Statistics with strong programming exposure.Preferred : – Ph.D. in Computer Science, High-Performance Computing, or Quantitative Finance.- CQF (Certificate in Quantitative Finance) or equivalent.- Cloud/Infra certifications (AWS/GCP/Azure) with low-latency and HPC focus.Key Skills : – Advanced C++ / Rust / Go / Python/linux coding for low-latency trading infra.- Time-series DB experience.- Deep knowledge of data structures, databases , time-sync, and data compression.- Distributed systems, GPU/FPGA acceleration, network optimization.- Exposure to quantum SDKs.- Prior experience in HFT/prop desk/crypto infra, exchange connectivity is highly desirable.- Hands on Development experience is a must.KPIs : – Latency dashboards and monitoring systems.- Uptime & fault tolerance ( >99.99%).- Speed of new technology adoption and integrations in development stack- Reduction in infra costs vs performance. (ref: hirist.tech)

Risk Officer (Derivatives, Credit, Liquidity), P4

Please see job role.

Finance Expert – Crypto

As a Crypto Expert, you will be vital in enhancing xAI’s frontier AI models by supplying high-quality annotations, evaluations, and expert reasoning using proprietary labeling tools. You will work closely with technical teams to support the creation and refinement of new AI tasks, focusing especially on cryptocurrency and digital asset markets.

Your deep domain knowledge will guide the selection and rigorous solving of complex problems in quantitative crypto strategies — including on-chain analysis, DeFi protocols, perpetual futures & derivatives trading, cross-exchange arbitrage, market microstructure in fragmented venues, MEV-aware execution, machine learning for crypto alpha signals, and portfolio/risk management in high-volatility 24/7 markets. This role demands sharp quantitative thinking, quick adaptation to evolving instructions, and the ability to deliver precise, technically robust critiques and solutions in a dynamic environment.

Crypto Expert’s Role in Advancing xAI’s Mission

As a Crypto Expert, you will contribute directly to xAI’s mission by training and refining our advanced AI models. You will teach the models how crypto quantitative traders analyze blockchain data, model tokenomics, evaluate on-chain flows, manage extreme volatility, exploit inefficiencies across centralized and decentralized venues, and reason through novel digital asset paradigms.

This includes generating high-quality data in text, voice, and video formats: detailed annotations, model output critiques, step-by-step reasoning traces, audio explanations of strategies, and occasional structured video sessions. We seek enthusiastic participants in these core data-generation activities to push forward xAI’s goals in scientific discovery and real-world complex system reasoning.

Scope

Crypto Experts deliver labeling, annotation, evaluation, and expert reasoning across text, voice, and video modalities to fuel model training and benchmarking. Tasks may involve recording audio breakdowns, participating in video-based reasoning exercises, or producing detailed quantitative/crypto analysis traces — all essential to xAI’s mission. All work products are considered work-for-hire and owned by xAI.

Responsibilities

  • Utilize proprietary software to deliver accurate labels, rankings, critiques, and in-depth solutions on assigned projects
  • Consistently produce high-quality, curated data adhering to rigorous technical and domain standards
  • Partner with engineers and researchers to iterate on new training tasks, evaluation frameworks, and crypto-specific benchmarks
  • Offer actionable feedback to enhance the efficiency, accuracy, and usability of annotation and data-collection interfaces
  • Identify and solve challenging problems from crypto & digital asset domains where you have strong expertise — examples include:
    • On-chain metrics analysis and wallet/flow clustering for alpha generation
    • DeFi yield farming, liquidity provision, and impermanent loss modeling
    • Cross-exchange / CEX-DEX arbitrage and triangular opportunities
    • Perpetual futures funding rate strategies and basis trading
    • Market microstructure in crypto order books (fragmented liquidity, MEV, sandwich attacks)
    • Machine learning models for price prediction, sentiment from social/on-chain, volatility forecasting
    • Tokenomics evaluation, airdrop/IDO quantitative assessment, and risk premia in altcoins
    • Portfolio optimization and risk management in 24/7 high-volatility environments
  • Provide rigorous critiques of model outputs, alternative quantitative approaches, mathematical derivations, code snippets, and step-by-step crypto reasoning
  • Efficiently interpret, analyze, and complete tasks based on detailed (and evolving) guidelines

Key Qualifications

  • Master’s or PhD in a quantitative discipline: Quantitative Finance, Financial Engineering, Computer Science (with crypto/blockchain focus), Statistics, Applied Mathematics, Economics (quantitative), Physics, Operations Research, Data Science, or closely related field or equivalent professional experience as a quantitative crypto trader, systematic strategist, or on-chain analyst
  • Superior written and verbal English communication (technical papers, explanatory breakdowns, professional correspondence)
  • Extensive hands-on familiarity with crypto data sources and tools (CoinGecko, CoinMarketCap, Dune Analytics, Glassnode, Nansen, Chainalysis, Messari, DefiLlama, The Graph, blockchain explorers, CEX APIs, on-chain datasets, etc.)
  • Outstanding analytical skills, attention to detail, and sound judgment under partial information
  • Strong passion for cryptocurrency markets, blockchain technology, decentralized finance, quantitative methods, and frontier AI applications in digital assets

Preferred Qualifications

  • Professional experience in quantitative crypto trading, systematic strategies, or on-chain research at a crypto hedge fund, prop desk, market-making firm, DeFi protocol, or digital asset investment firm
  • Publications or public analyses in crypto quant topics (e.g., journals, conferences, reputable blogs, GitHub repos with notable traction)
  • Teaching, mentoring, or content-creation experience in crypto/quant finance (university, bootcamps, Twitter threads, newsletters)
  • Proficiency in Python for crypto analysis (pandas, NumPy, ccxt, web3.py, etherscan APIs, polars, scikit-learn, PyTorch/TensorFlow for ML models, etc.) and/or Rust/Solidity familiarity
  • Experience with backtesting crypto strategies, handling tick-level or on-chain data, managing API rate limits, and dealing with 24/7 market quirks
  • Knowledge of MEV, flash loans, oracle manipulation risks, liquidation cascades, or other crypto-native phenomena
  • CFA, FRM, CQF, or blockchain-specific certifications (e.g., Certified Blockchain Expert)
  • Prior involvement with LLMs, reinforcement learning, or AI evaluation in financial/crypto contexts (strong plus)

Manager, Model Validation

The Global Model Risk Management area provides independent and consistent model validation and approval across various risk types, including provisioning and capital models (IFRS 9, AIRB), retail/non-retail credit risk, market risk, operational risk, anti money laundering, and other key risk/financial models.
The manager provides support to Senior Manager in the validation of IFRS 9 expected credit loss forecasting models for provisioning of domestic and international retail/non-retail portfolios. This position entitles activities  related to  model validation work  to establish overall soundness of the credit risk measurement, delivery of  various ad-hoc validation assignments, and collaboration/communication with the model development teams and business lines to ensure model development methodologies and validation processes are in compliance with internal framework and regulatory requirements

 

Key Accountabilities: 

    Validate IFRS9 provisioning models for retail and business banking portfolios including all parameters (PD, LGD, Lifetime, SIR, EAD) and ECL assessment.
    Conduct comprehensive review of the data processing, including the independent replication of data extraction and data manipulation steps, as well as assessing the suitability and sanity of the data sources.
    For the model being validated, review the methodology implemented for reasonableness and applicability, assess soundness of model methodology, review the architecture of the software application implementing the model, perform quantitative tests and qualitative assessments of the model, execute independent calculations, and analyze/interpret model output.
    Raise and effectively communicate the validation results and findings to the model owners, prompting appropriate action to address the identified deficiencies in data or modelling processing, which may lead to model recalibration and methodology enhancement responsible for completing draft validation reports and submission of all necessary documentation
    Responsible for completing draft validation reports and submission of all necessary documentation related to validation assignments to Senior Manager; ensure accuracy and completeness of archived information and related documentation to allow independent third-party review of the validation work performed.
    Establish communication with model owner/developers to understand model rationale and issues; maintain relationship with key contacts as identified for each validation.
    Support Senior Manager in keeping the inventory system updated.
    Comply with internal policies, procedures, and regulatory requirements where applicable.
    Provide support to resolve outstanding audit and regulatory issues, and to respond to ad hoc senior management and regulatory requests.
    Keep abreast of industry and regulatory developments and evolving expectations and recommend and enforce improvements to tests/methods to fulfill internal validation needs and to align (if applicable) with industry practices.

 

Functional Competencies:
Experience
    English level B2+
    1.5+ year of experience in the development and/or validation of risk and/or financial models preferred.
    Exposure to retail/small business/non-retail credit risk management applications and practices preferred.
    Exposure to IFRS 9/ AIRB related credit risk management and quantification preferred.

Technical Competencies
    Advanced degree in Mathematics, Statistics, Actuarial Science, Physics, Computer Science, Financial Mathematics, Financial Engineering (Master and above), in combination with business education.
    Industry certification or credentials will be asset (e.g., FRM, CFA, CQF, MBA)
    Strong knowledge in statistics/probability/applied math and sound understanding of credit analytics, model development and model validation in financial services.
    Understanding of regulatory environment and regulatory guidelines is preferred.
    Proficiency in at least one of the statistical/numerical packages (Python/SAS/R/MATLAB). Ability to adapt to various programming languages and environments. Advanced Python proficiency is preferred.
    Proven ability in analyzing and manipulating large datasets and conducting complex data queries for efficient extraction and manipulation. Strong knowledge of data visualization tools to effectively communicate results and findings.

Behavioural Competencies
    Ability to independently deliver validation projects and manage efficiently multiple priorities in order to deliver work assignments within agreed timelines.
    Attention to details, independence, and consensus building ability to effectively collaborate in teamwork and with model owner/developer counterparts.
    Ability to identify issues, analyze problems, synthesise information and make recommendations.
    Effective presentation and strong spoken and written communication skill is essential.
    Flexibility and creativity in problem solving.

 

Location(s):  Colombia : Bogota : Bogota