AVP - Quant Model Development - IIT/IIM/ISI - Investment Banking

Industry - Banking

Skills - MARKET RISK, QUANT,RISK MODELING, QUANT VALIDATION,RISK MANAGEMENT

Job Type - Permanent

Job Description - Exciting opportunity with a leading investment bank in the Quant Modeling / Validation

Client Details

A leading Investment Bank, our client provides products and services to institutional and private clients. Now, with the continued expansion plans, they are keen to recruit an Assistant Vice president with a strong Quant background along with solid understanding of market risk modeling and good programming skills

Description

- Reporting into the Head of Risk, you would be part of the Risk Management practice and would be responsible for working on projects across Market Risk, Pricing Quant, ALM Modeling, Liquidity Risk, etc.

- You would responsible for driving projects across pricing model development, market risk model development/validation, regulatory risk calculations viz. VaR, IRC/ DRC, RNIV, EVE, NII, ALM/ behaviour models.

- You would also be responsible for understanding regulatory guidelines and advising clients on their implementation - Basel, FRTB, ILAAP, IRRBB, MRR

Profile

- You are a PHD/Master's in Statistics / Economics/ B. Tech from a Tier 1 institution (IIT's, IIM's, ISI) with minimum 6 years of experience in the quant risk domain

- Certifications such as CQF, FRM, CFA shall be preferred

- Extensive experience in model development/validation across Market Risk, Pricing Quant, ALM Modeling, Liquidity Risk, etc

- Understanding of model risk management guidelines and standards (SR11-7)

- Knowledge of quantitative methods - time series analysis, PDE, stochastic calculus

- Proficient in C++ or Java/ any object oriented language, R, Matlab, Python

- Ability to demonstrate an understanding of capital modeling, financial and derivative products and mathematics

Job Offer

Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation.

Page Group India is acting as an Employment Agency in relation to this vacancy.

Contact - Abhishek Kumar Priyadarshi -

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