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27/07 Abhijeet
HR at Recruitment Cell

Views:810 Applications:296 Rec. Actions:Recruiter Actions:68

Assistant Manager - Model Risk & Quantitative Analytics Role - Investment Bank (3-5 yrs) Premium

Gurgaon/Gurugram Job Code: 836720

Client - A Global Investment Bank

Model Risk & Quantitative Analytics

Incumbent will be responsible for ensuring the integrity of key financial models, reviewing and developing models for pricing derivatives, capital and credit risk, as well as performing analysis of data and reporting on the accuracy and quality.

Work type: Full time

Location: Gurugram

- With an analytical mindset, you'll join a high performing team to manage model risk associated with financial models in use.

- You'll be responsible for ensuring the integrity of key financial models, reviewing and developing models for pricing derivatives, capital and credit risk, as well as performing analysis of data and reporting on the accuracy and quality. You'll also be testing the linkages between models and systems and will be working closely with your team and other key stakeholders to provide support for other model risk management activities.

- To be successful in this role, You'll have exposure to derivative pricing methods and testing models across all major asset classes, or exposure to credit modelling techniques, a degree in a quantitative discipline and 3-5 years of relevant work experience.


- You'll also have experience working on programming languages such as C++, python R, SQL and VBA. Experience working on Linux and shell scripting will be considered favourably.

- Utilises a range of analytical techniques including time series analysis, regression analysis, optimisation, partial differential equations, finite difference methods and Monte Carlo simulations which are implemented using a variety of computing technologies.

If this sounds like the right opportunity for you to further your career, apply online now.

Women-friendly workplace:

Maternity and Paternity Benefits

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