Allegis Group, An US based $12 billion Staffing and Recruiting Company providing Human capital and work force management solutions to over 6000 customers globally including 90% of Fortune 500 firms. Our offering includes Strategic Resource Program (SRP), Managed Services (MSP), Recruitment Process Outsourcing (RPO), Executive Search and Consulting Services.

We are currently Hiring for Risk Modeler for our client

ROLE: AVP

Experience range: 3-7 Years

Job Type: Full time permanent role with the Client.

Roles & Responsibilities

- Develop and analyses new quantitative market risk models for products traded by the Securitized Products business, and ensure their correct implementation.

- Review existing models to ensure they remain fit for purpose and make improvements where necessary.

- Ensure all models are adequately documented (to SR11-7 standards) for both internal and external (e.g. regulatory) purposes.

- Understand the products traded and trading strategies used, and be able to explain to various stakeholders.

- Evaluate the impact of new models and capital rules.

- Collaborate closely with the market risk managers to ensure that their concerns are appropriately reflected in the models.

- Collaborate closely with the model validation team to understand validation results and remediate concerns where necessary.

- Collaborate with the data, IT, and change management teams to ensure that methodology changes are appropriately project-managed for implementation

Qualifications

The candidate should have an advanced degree in financial mathematics or a technical subject such as mathematics, theoretical physics, econometrics, statistics or engineering.

Skills

The role would suit a candidate with experience in quantitative risk measurement within an investment bank or, more broadly, with experience in a quantitative role within finance.

- It is essential that the candidate have a keen desire to learn the structured products business and the associated market risk modeling.

- A solid quantitative background is essential.

- A background in statistics, time series analysis and probability theory would be of particular interest.

- In addition, the candidate should have good programming skills - experience in C#, R or Python are desirable.

- Strong communication skills are also essential.

- The candidate should be able to explain complicated concepts clearly to our partners and stakeholders, and present their proposals in a clear and precise manner to management and stakeholders.

Please do revert with your interest and updated resume and the following details and I would really appreciate if you could forward the mail with your suitable friends.

Current Company:

Current Role :

Experience in Quantitative :

Experience with C# or C++ :

Experience with PYTHON or R :

Experience with Structured Products :

Domain worked on:

Current CTC:

Expected CTC:

Notice Period:

Current Location:

Sakshi Shrivastva

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