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17/04 Karan Madhok
Manager - Risk/Digital & Analytics Practice at Michael Page India

Views:2925 Applications:117 Rec. Actions:Recruiter Actions:32

Sr Manager/AVP - Stochastic Modeling - Risk (6-10 yrs)

Delhi/NCR Job Code: 140485

About Our Client

Our client is a leading financial services organization with operations in more than 45 countries worldwide. They are an esteemed brand within the industry and always strive to recruit the best talent in the industry. With the current expansion in their global operations, they are looking for to hire an experienced professional to establish & build their market risk modeling team.

Job Description

Reporting into the SVP, your key responsibilities would include:

- Quantitative modeling to provide risk measurement and hedging solutions.

- Ability to develop stress testing and scenarios analysis tools.

- Understanding or VaR Concepts, Liquidity risk, Tail Risk Measurement.

- Develop various quantitative tools and to look after the production and maintenance of the tools.

- Develop Statistical & Mathematical Models in C++, Matlab, R.

- Pricing of instruments across asset classes.

The Successful Applicant

- You are a Ph.D/ Masters from a Tier 1 institution with a minimum 6 years of experience in the Quant/ Risk Modeling domain and certifications such as FRM, PRM, CFA, CQA shall be preferred.

- Hands on experience in VaR computation, stress testing and solid understanding of Incremental Risk Charge (IRC)

- Strong experience in developing advanced stochastic and models

- Experience of managing teams

Note- Please apply only if you are currently based in Delhi NCR or are open to relocate to Delhi NCR.

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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