AVP - Quant/Risk Modeling - Across Levels - Insurance

About Our Client :

Our client is a leading insurance/reinsurance organization across the globe. With 60+ offices in more than 20 countries they are a world leader in providing risk based solution to leading organizations across the globe. As their business in India is expanding, and are looking for a seasoned professional having good experience in the market risk domain.

Job Description :

Reporting into the SVP, your key responsibilities would include :

- Validate the firm wide models used for Risk Management.

- Validate VaR, IRC Models etc

- Provide support for Group level Solvency II initiative

- Assist in delivering quality data and develop standard modeling tools and individual risk modules

- Develop detailed documentation for risk models and aggregation

- Undertake counterparty credit risk and Credit Value Adjustment (CVA)

The Successful Applicant :

- You are a Masters from a Tier 1 institution with a minimum 4 years of relevant experience and certifications such as FRM, PRM, CFA shall be preferred

- Hands on experience in VaR computation and thorough understanding of Incremental Risk Charge (IRC)

- Strong experience in developing advanced stochastic and financial models

What's On 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.