- Graduate / Post graduate degree in Mathematics/Statistics  - Graduate / Post graduate degree in Engineering  - MBA Finance  - Graduate / Post graduate degree in quantitative finance / Financial Engineering  - Professional Certification courses such as CFA / FRM / CQF  Exp Range : 2-12 years  Experience in One or more of the following areas will be required :  - Quantitative Modelling  - Risk Management  - CCAR Modelling / Validation  - Value at Risk Modelling / Validation, Back testing  - Stress testing / Scenario analysis  - Credit risk modelling / Validation (PD/LGD/EAD)  - Financial instruments / Derivative Valuations  - Basel II / Basel III advanced approaches capital calculations models  - Counter-party credit risk modelling / validation (CVA / PFE)  - Behavioral study modelling  - Liquidity risk  - FRTB  - Balance sheet forecasting models  - Mathematical modelling  - Domain understanding - Understanding of the risk management domain  - Knowledge of Statistical / analytical platforms such as SAS / Matlab / R is required  - Basic programming skills in VBA / C++ / .Net etc is required  - Model documentation  - Data validation and system information flow understanding  - Strong Oral and Written communication skills  - Team player  For Senior roles like above AM - they need to have team management, project management exp .

Hyderabad

Consultant/Associate Consultant - Quant Risk Modelling 

Consultant/Associate Consultant - Quant Risk Modelling  ,Job Description for Consultant/Associate Consultant - Quant Risk Modelling  in Pylon Management Consulting in  Hyderabad for (2-5) years of experience. Apply Now!

Job Description for Consultant/Associate Consultant - Quant Risk Modelling  in Pylon Management Consulting in  Hyderabad for (2-5) years of experience. Apply Now!