Posted By
Pinki Chauhan
Global Recruitment Consultant at Symmetrical Global Search Pvt. Ltd
Last Login: 16 November 2018
16889
JOB VIEWS
242
APPLICATIONS
1
RECRUITER ACTIONS
Posted in
Consulting
Job Code
479504
We are looking for Analyst / Sr. analyst / AM - Quantitative Research - Credit Risk Modeling + Basel 3 Reporting" for our Multinational Research and Data Analytics Client.
CREDIT RISK MODELING + BASEL 3 REPORTING IS MUST.
Please find the detailed JD :
- Knowledge of various financial derivatives across asset class (repo, Loans, Fixed Income, Credit Derivatives, Equity Derivatives, FX etc.)
- Knowledge of Credit Risk, Market Risk, Regulatory guidelines specifically Basel III
- Experience in RWA, EAD, LGD, PD, internal rating methodology according to Basel III financial reporting guidelines
- Knowledge of CCAR, DFAST stress testing rules
- Conduct exhaustive research and understand the research for Risk classification
- Must be independent enough to look for solutions to problems, but keep detailed records of what assumptions and steps were taken, and be able to communicate the logic in a clear and concise manner
- Candidate requires to work in US shifts (at least 2-3 weeks in a quarter)
Technical Skills :
- Advanced Excel Skills and coding in VBA, Exposure to tools like SQL, Python, R, Matlab
Job Description - Analyst- Quantitative Research Group (1/2)
Other Skills :
- Extraordinarily high level of motivation and commitment to working hard
- Extraordinarily high level of focus on work quality and attention to detail - making sure that all output is client ready with minimal supervision
- Effective communication skills, both verbal and written
- Strong business acumen and perspective
- A zeal to learn continuously and quickly
- Intellectual superiority - strong analytics
Criteria
Standard : E/D
Work Experience :
1-2 years relevant experience in regulatory reporting
Essential :
Exposure in implementing quantitative models for market/credit risk
Essential :
Background in statistics and econometrics
Knowledge :
- Knowledge of the working of financial markets, macro-economic factors, influences and trading techniques
- Experience in RWA, EAD, Basel III reporting
- Knowledge of various statistical techniques to analyse data, such as Regression, PCA etc.
- Knowledge of how to apply numerical techniques of computing to price derivative securities
- Knowledge of structured products market and their valuation
Skills :
- Excellent communication skills (both written and oral)
- Project and team management skills
- MS Excel financial modelling in VBA, SQL and R
- Exposure to at least one other tool, such as SPSS, Matlab, Python, SAS
Education :
- Bachelor's or Masters degree in Finance, Statistics, or Math or Engineering, or Econometrics
Pinki
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Posted By
Pinki Chauhan
Global Recruitment Consultant at Symmetrical Global Search Pvt. Ltd
Last Login: 16 November 2018
16889
JOB VIEWS
242
APPLICATIONS
1
RECRUITER ACTIONS
Posted in
Consulting
Job Code
479504