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05/05 Vanitha Mahadev
HR Manager at People Realm Recruitment Service

Views:29715 Applications:752 Rec. Actions:Recruiter Actions:255

Quant Risk Management - Investment Bank (1-10 yrs)

Mumbai/Bangalore Job Code: 332327

Bulge bracket Investment bank is looking to hire candidates for their Quant Risk Management Group.

Candidate with first degree in a quantitative discipline, eg. Mathematics, Physics,Engineering,statistics, Finance, and probably a Masters or PhD.

Strong practical experience in financial modelling. Hands-on experience of risk and capital modeling, derivatives pricing and broader financial modeling is desirable, but regardless of experience all candidates should be able to demonstrate an understanding of capital modeling, financial and derivative products and mathematics, from private study if they have not previously worked in the financial sector.

Job responsibilities:

- Independent validation reviews across a wide range of core Risk Capital and CCAR models used throughout the bank, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc

- Review, verify and validate risk models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring, as well as contribute in the firm-wide model risk and control assessment.

Candidates who comes from below experience can apply for this role

- Front Office Trading-Structuring-Quant-Risk Management (Validation and Methodology from Market Risk and Credit Risk)- Quantitative Research

- Front Office Support for Trading-Structuring-Quant-Risk Management (Validation and Methodology from Market Risk and Credit Risk) - Quantitative Research

- Quantitative and Risk Advisory, Strategy Consulting

- Algo-trading desk and Algo-trading support

- Retail bank: Risk Management(FO + Support) for SME, Treasury

- Actuaries or Insurance Risk Management and Quants

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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