Branch Manager at Pylon Management Consulting
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Consultant - Quant Risk Modelling (4-6 yrs)
- 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 .
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