Manager - Risk/Digital & Analytics Practice at Michael Page India
Views:1318 Applications:22 Rec. Actions:Recruiter Actions:3
AVP - Quant/Risk Modeling - Across Levels - Insurance (4-8 yrs)
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.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.