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05/10 Karan Madhok
Manager - Risk/Digital & Analytics Practice at Michael Page India

Views:2159 Applications:62 Rec. Actions:Recruiter Actions:15

AVP - Quant/Risk Modeling - Re-Insurance (8-13 yrs)

Delhi/NCR Job Code: 116000

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 with team handling experience to help establish their capital modeling team in India.

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 8 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.

Women-friendly workplace:

Maternity and Paternity Benefits

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