Key Responsibilities - Model development, maintenance and enhancement - Financial models used to price loans, bonds and other bespoke products - Responsible for upgrading existing models, to better comply with validation requirements - WFork with risk managers to assist in guiding business on how best to book new trades - choice of model, choice of features given deal economics - Business selection - Maintain/enhance the Return on Attributed Equity (ROAE) modelling framework used for business selection - Understand and model revenue and capital implications of deals - Reporting risk - Calculating and reporting risk metrics to management - backward and forward looking views - Creating/maintaining existing automated risk infrastructure used for daily/weekly/monthly risk reports - Understand and explain changes in risk as requested by risk managers within IBD as well as by market risk managers - Support businesses with their risk related needs - Provide data analytics, model generation as requested by risk managers - Support desks like CLO (warehousing), CRE (real estate) - Support regulatory requirements - Design and report PnL and balance sheet for FED and other regulators - Provide budgetary and league table support to IBD Management/Strategy teams Requirements - Strong academic background in a relevant STEM field - Computer Science, Engineering, Physics or Mathematics. MBA from a premier institute is a plus - Expertise in aspects of quantitative analysis related to finance, e.g. statistics, stochastic calculus, econometrics, financial modeling - Solid background in computer programming, Python, C++, Java, Matlab or equivalent language, preferably in financial or technical computations - Excellent communication skills, experience speaking to technical and business audiences and working in a global team Preferred Qualifications: - 2+ years of risk management experience (model development or validation) - Understanding of risk metrics like VaR, CSW, GMS, PE etc. - Understanding of basic pricing models - black scholes, calibration etc. - Awareness of capital requirement frameworks like Basel, SLR - Awareness of federal stress tests like CCAR/DFAST INVESTMENT BANKING Our division works on some of the most complex financial challenges and transactions in the market today. Whether advising on a merger, providing financial solutions for an acquisition, or structuring an initial public offering, we handle projects that help clients at major milestones. We work with corporations, pension funds, financial sponsors, and governments and are team of strong analytical thinkers, who have a passion for producing out-of-the-box ideas.

Bangalore

Analyst/Associate - Risk Modeling - Investment Banking 

Analyst/Associate - Risk Modeling - Investment Banking  ,Job Description for Analyst/Associate - Risk Modeling - Investment Banking  in Peepal Consulting in  Bangalore for (2-5) years of experience. Apply Now!

Job Description for Analyst/Associate - Risk Modeling - Investment Banking  in Peepal Consulting in  Bangalore for (2-5) years of experience. Apply Now!