AVP - Market Risk - Quantitative Modeling & Analytics - BFSI - PhD

Role Details:

- The Quantitative Strategies Group of our client seek a modeller to work within the Credit Portfolio Modelling team in Mumbai on Credit Economic Risk Capital

- Responsible for Mathematical design, calibration, prototyping and production implementation of credit portfolio models.

- Statistical analysis

Required Candidate Skills:-

- Outstanding quantitative modelling skills and understanding of risk modelling in Market Risk required

- Should have worked on Market Risk

- PhD or Master's degree

- 4+ years of work expereince