Quantitative Risk Analyst

Quantitative Risk Analyst

Total requirement - 3

Job Description:

Opportunities for Quantitative Risk Analysts within the newly-formed Model Risk Management group as part of Enterprise Risk Management.

- Participate in Enterprise Risk Management’s validation review of models used in Investments/Global Capital Markets areas, including review of model methodology and selection; input assumptions and testing results

- Participate in replication and buildup of additional analytical tools to support the validation of models for fixed income assets and capital markets derivatives

- Participate in evaluation of third-party solutions (models, data, software, etc.) for structured securities and derivatives, and in-house implementation and validation;

- Support Model Risk Management team by assisting with identifying and analyzing risks, creating reporting processes, escalating issues of concern and monitoring project progress
Job requirement:

- M.S. or Ph.D. in a quantitative field;

- 3+ years of experience in the area of valuation (fixed income securities, derivatives in fixed income, equity and FX , or other financial products), model development, implementation and validation, and/or risk management (market risk, credit risk, asset-liability management);

- Solid understanding of fixed income products, structured credit products a plus;

- Solid knowledge of derivatives and fixed income valuation methodologies;

- Strong development skills in VBA, C, C++;

- Familiarity with Numerix, Algorithmics, Polypath, SAS software a plus;

- Good verbal and written communication and interpersonal skills.

Kindly call +91 9899987816 for a discussion

Contact at komita@nacreoutsourcing.com