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14/02 Soniya Jain
Team Lead at Job Vision India

Views:18762 Applications:139 Rec. Actions:Recruiter Actions:49

Manager - Quant Modelling/Market Risk - Consulting Firm (3-9 yrs)

Bangalore Job Code: 421908

We have an opening for Modelling role with a leading consulting firm.

JD :

- Developing valuations models for instruments that cannot be priced using standard tools

- Calculating the adjustments related to counterparty credit risk including CVA, DVA and FVA, HW, BDT, HJM models

- SIMM modelling/validation to calculate Initial margin would be a plus

- Understanding of RWA calculation for credit risk and counter party credit risk

- Engage with Partners/Directors to understand the project scope, business requirements and work with onshore and offshore teams to do successful delivery

- Take responsibility for key deliverable on engagements reporting to Engagement managers.

Education/Professional Qualifications:

- Advanced degree in Math, Financial Engineering, Econometrics or any other Analytical disciplines from IIT/ISI OR any other tier1 institute or B.tech. + MBA in finance. Professional Certification such as FRM, CFA.

- CQF certification is a must.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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