21/02 Karan Madhok
Manager - Risk/Digital & Analytics Practice at Michael Page India

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Counterparty Risk Quant - Investment Banking (2-6 yrs)

Delhi/NCR Job Code: 196892

About Our Client:

Our client is a leading financial services organization with operations in more than 45 countries worldwide. They are an esteemed brand within the industry and always strive to recruit the best talent in the industry. With the current expansion in their global operations, they are looking for to hire an experienced professional to establish & build their market risk modeling team

Job Description:

- Develop detailed documentation for risk models and aggregation

- Integration of pricing model into simulation model

- Perform/coordinate model testing

- Justify modeling approach

- Articulate ongoing model testing requirements

- Validate VaR, IRC Models etc

The Successful Applicant:

- Bachelors/Masters/PHD from a Tier 1 institution with a minimum 2 years of relevant experience and certifications such as FRM, PRM, CFA, CQA shall be preferred.

- Solid background in counter party risk modeling / counter-party deal analytics

- Hands on experience in VaR computation, stress testing and solid understanding of Incremental Risk Charge (IRC)

- Strong experience in developing advanced stochastic and models

- Detailed analytical knowledge of market standard interest rate and equity derivative pricing models

- Good awareness of EPE model under Monte Carlo simulation

- Strong understanding if Stress Testing of for risk models

- Coding in Matlab/Python/R or C/C++

Note: Please apply only if you are currently based in Delhi NCR or are open to relocate to Delhi NCR.

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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