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Associate Director - Human Resource Practice at Michael Page
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Associate - Market Risk Modeling & Validation (3-6 yrs)
Associate-Market Risk Modeling and Validation
Delhi NCR | Permanent
Global Stakeholder management
Extensive use of cutting edge technology
About Our Client
Our client is one of the leading management consulting firm with global presence in more that 50 countries. They are looking for a seasoned Risk Analytics professional with experience in modeling and validation in the market/liquidity risk space.
Job Description
Reporting into a Director you would be responsible for-
- Handling the modeling work stream in client engagements which might include development of a cash flow at risk model, credit rating models, liquidity risk models stress testing, economic capital modeling etc.)
- Synthesize results of analysis into compelling communication for sharing with consulting teams
- Provide expert advice to consulting teams on modeling related issues
The Successful Applicant
As a successful candidate you should have-
- Proven expertise with basic concepts in corporate finance (e.g. P&L, cash flow statements, NPV, IRR etc) and risk management (e.g. economic capital, VaR, Basel II etc)
- Expertise in Techniques like stochastic processes, time series analysis, regressions, factor analysis, Monte-Carlo simulations etc.
- Post-graduate degree (preferably an MBA or M.Stat or M.tech dual degree in Mathematics and computing) with undergraduate degree in engineering
- 4 -5 years of professional work experience with a reputed bank, insurance, other financial firm or analytics firm or consulting firm.
- Specific exposure to risk modeling for either corporates, banks, insurance
- Knowledge of stress testing, model validation and economic capital modeling is preferred
What's On Offer
Excellent opportunity with global stakeholder management and international travel for candidates with experience in modeling in the market/liquidity risk space.
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