Experience:  - 3-7 years experience in quantitative risk management in financial services  Job Duties:  - Contribute to methodology and implementation of Incremental Risk Charge (IRC) methodology to comply to FRTB rules   - Focus is on the calculation of the capital charge for default risk in the trading book under the Standardised Approach (SA) for the quantitative impact study that the Basel Committee of Banking Supervision runs  - Run tactical calculation process, including sourcing of data and adjustment of calculation as necessary  Qualification:   - Master's or above from top tier university in a quantitative subject, such as Mathematics, Statistics, Economics or Finance.  Skills Required:  - Strong Market Risk experience is compulsory   - Understanding of the Basel II Accord and its standardised charges for credit or market risk.  - Experience with Basel II, FRTB IDR and SA for default risk or SA for credit/market risk in Basel II  If interested, please apply to the job.   Ashwini

Mumbai

Pune

Sr Quantitative Analyst/Lead Analyst - Risk Management 

Sr Quantitative Analyst/Lead Analyst - Risk Management  ,Job Description for Sr Quantitative Analyst/Lead Analyst - Risk Management  in Antal International in  Mumbai Pune for (3-7) years of experience. Apply Now!

Job Description for Sr Quantitative Analyst/Lead Analyst - Risk Management  in Antal International in  Mumbai Pune for (3-7) years of experience. Apply Now!