Manager - Risk/Digital & Analytics Practice at Michael Page India
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Across Level - Quant/Market Risk Model Development - BFSI (3-10 yrs)
About Our Client :
Our client is a leading insurance/reinsurance organization across the globe. With 60+ offices in more than 20 countries they are a world leader in providing risk based solution to leading organizations across the globe. As their business in India is expanding, and are looking for a seasoned professional having good experience in the market risk domain.
Job Description :
Our client is looking at hiring market risk/quant professionals across levels and the role description shall vary depending on the role/level. However, broadly, the role shall focus on:
- Build and validate the firm wide models used for Risk Management.
- Validate & build VaR, IRC Models etc
- Provide support for Group level Solvency II initiative
- Assist in delivering quality data and develop standard modeling tools and individual risk modules
- Develop detailed documentation for risk models and aggregation
- Undertake counterparty credit risk and Credit Value Adjustment (CVA)
The Successful Applicant :
- You are a Masters from a Tier 1 institution with a minimum 4 years of relevant experience and certifications such as FRM, PRM, CFA shall be preferred
- Hands on experience in VaR computation and thorough understanding of Incremental Risk Charge (IRC)
- Strong experience in developing advanced stochastic and financial models
What's On Offer :
An opportunity to be a part of a growing analytics setup based in Mumbai. Excellent Pay package for the right individual with the right sort of skill sets
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