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Director at Astute Talent Mapper
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Senior Quant Analyst (2-10 yrs)
Position: Senior Quant Analyst
Location: Pune
Experience: Minimum 2 years in similar role
Roles:
Working on risk modeling assignments including:
- Development and validation of risk models - PD, LGD, EAD, VaR (credit risk, market risk)
- ICAAP (pillar 2) modeling including economic capital computation
- Enterprise risk/stress testing models - PPNR modeling, loss forecasting, econometric modeling
Qualification:
- Master’s degree in Statistics/Econometrics/Economics/other quantitative disciplines
Skills:
- Experience in SAS/R/MATLAB - for modeling risk
- Strong understanding of statistical concepts/time series modeling
- Strong communication and documentation skills
- Deep understanding of risk concepts and regulations
CTC: up to 20 Lacs
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