Assistant Vice President - Capital Quant Analyst - BFSI

We have a urgent requirement for Capital Quant Analyst.

This includes :

- Ensuring the model's assumptions and limitations are understood and communicated to users.

- Identify model risks and understand the aggregate uncertainty arising from the use of models.

- Define methodologies to accurately estimate risks not in models at the appropriate granularity.

Required Qualities :

- At least 2+ years of experience in quantitative risk measurement within an investment bank or other financial institution; previous Economic Capital experience is desirable

- Previous experience in leading methodology development projects and supervising quantitative analysts would be an advantage

- The candidate should have a first degree in mathematics, physics, econometrics, statistics or engineering.

- A higher degree in one of those areas or in finance or a professional qualification e.g. CFA, FRM, PRIMA would be an advantage

- General knowledge of risk issues and investment products

- Candidates with some programming experience is an advantage, preferably using C#

- Experience in methodology documentation is highly valued

- Ability to work well in a team and building relationships

- Ability to produce high quality, accurate work, under pressure and to tight deadlines

- Willingness to challenge the status quo and ability to provide alternative approaches.