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07/04 Karan Madhok
Manager - Risk/Digital & Analytics Practice at Michael Page India

Views:19342 Applications:186 Rec. Actions:Recruiter Actions:10

Across Level - Quant/Market Risk Model Development - BFSI (3-10 yrs)

Mumbai Job Code: 439345

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

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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