Senior Quant Analyst

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