Deloitte - Quantitative Analyst

Quantitative Analyst

JD :

Experience of working in the below areas :

- 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

- Counterparty 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

Candidate Requirement : Strong Oral and Written communication skills

Team player :

- Ability to lead and guide large teams

- Project management experience

The individual must possess and demonstrate high integrity and credibility as perceived by all those with whom s/he will work