Consultant - Quant Risk Modelling

- Graduate / Post graduate degree in Mathematics/Statistics

- Graduate / Post graduate degree in Engineering

- MBA Finance

- Graduate / Post graduate degree in quantitative finance / Financial Engineering

- Professional Certification courses such as CFA / FRM / CQF

Exp Range : 2-12 years

Experience in One or more of the following areas will be required :

- Quantitative Modelling

- Risk Management

- CCAR Modelling / Validation

- Value at Risk Modelling / Validation, Back testing

- Stress testing / Scenario analysis

- Credit risk modelling / Validation (PD/LGD/EAD)

- Financial instruments / Derivative Valuations

- Basel II / Basel III advanced approaches capital calculations models

- Counter-party credit risk modelling / validation (CVA / PFE)

- Behavioral study modelling

- Liquidity risk

- FRTB

- Balance sheet forecasting models

- Mathematical modelling

- Domain understanding - Understanding of the risk management domain

- Knowledge of Statistical / analytical platforms such as SAS / Matlab / R is required

- Basic programming skills in VBA / C++ / .Net etc is required

- Model documentation

- Data validation and system information flow understanding

- Strong Oral and Written communication skills

- Team player

For Senior roles like above AM - they need to have team management, project management exp .