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18/04 Karan Madhok
Manager - Risk/Digital & Analytics Practice at Michael Page India

Views:2696 Applications:176 Rec. Actions:Recruiter Actions:28

Sr Analyst - Pricing & Risk Modeling - IIT/IIM (3-7 yrs)

Delhi/NCR Job Code: 140647

About Our Client

Our client is a leading consulting firm with major presence in US, UK and EU market and strong delivery base in India. They are looking for a seasoned market risk professional to be part of their well established risk analytics team.

Job Description

Reporting into the Risk Analytics lead, your key responsibilities shall be:

- Validation of pricing and risk models, liaise with front office and risk on results, write validation reports, and develop methodologies for computation of model reserves

- Perform back-testing analysis and other statistical tests

- Review and perform Quantitative tests for VaR and pricing models

- Review and test pricing models before they are released into production

- Analyze movements and drivers of VaR, Stressed VaR at product level and portfolio

- Package and present analysis to senior management both within Market risk team and external clients

The Successful Applicant

- Master's in Statistics / Economics/ B. Tech from a Tier 1 institution (IIT's, IIM's, ISI) with 3-7 years of relevant experience

- Certifications such as CFA, PRMIA, GARP, ACT/MCT, FRM, PRM, CQF shall be preferred

- Experience in quantitative finance essential; experience in validating pricing and risk models and/or developing models in diverse assets classes like Equities, FX, Commodity or Rates

- Analytical skills and knowledge of mathematical models and methods in stochastic calculus, Monte Carlo simulation and PDE modelling

- Experience with simulation methods and strong computing skills (VBA,C++, Matlab)

What's on Offer

Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation

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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