Global Risk - Quant Risk - Market Risk - Associate  Overview:  The Methodologies group has the mandate to develop / enhance risk models in line with internal and regulatory requirements and to backtest VaR against Hypo and clean PnL. The methodologies side of the group has the critical task of owning all the risk models that are used for computing capital adequacy for the whole firm, and the backtesting group of adjusting and updating Hypo PnL using adjustments provided by various different systems .  Experience : 3 - 6 years  Qualification : Masters in Financial Engineering  Role & Responsibilities of the position in brief:  - Development of proto-type models  - Liaise with Model Validation on model risk issues  - Implementation of regulatory requirements within the existing platform  - Estimation of parameters in model usage  - Testing and Documentation  - Partnership with technology to translate quantitative requirements into the risk systems  Key Skills:  - Knowledge of Derivatives  - Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics, Econometrics) OR IIT Dual degree (Finance) with relevant work experience  - Expert level knowledge on MS-Excel, VBA

Mumbai

Market Risk Analytics - Captive - IIT 

Market Risk Analytics - Captive - IIT  ,Job Description for Market Risk Analytics - Captive - IIT  in Peepal Consulting in  Mumbai for (3-6) years of experience. Apply Now!

Job Description for Market Risk Analytics - Captive - IIT  in Peepal Consulting in  Mumbai for (3-6) years of experience. Apply Now!