Experience: 3 to 8 years
Designation: Sr Analyst/Associate and AVP Role
Location: Mumbai
Qualification: BTech/MBA/Mtech/Msc
The top investment back is looking for quantitative canidate with experience in financial institution, ideally giving exposure to risk and markets.
Prior VaR/Economic Capital experience would be a plus
Roles & Responsibilities
ERC (economic risk capital) methodologies are regularly refined and enhanced to reflect structural changes to the market and to ensure continued best practice
The roles involves:
- Assisting on the development and improvement of economic capital methodologies, work on methodology proposals and impact analysis
- Liaison with other teams in and outside of Strategic Risk Group regarding methodology and parameter changes and other project deliverables
- Working on submissions to Regulators, including working on specific analysis and requests
- Organizing methodology related committees meetings, preparing meeting materials
Interested candidates please send me your CV to Vanitha@vnvconsulting.com


