Associate Recruitment Consultant at Techsist Solution pvt. ltd
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Credit Risk Model Validation Role - Big4 (1-8 yrs)
Hiring for one of the big4 (Credit Risk Model Validation)
We are hiring for one of the big4 across Executive, AM level.
Location: Gurgaon, Bangalore.
Exp.: Executive ; 1 to 3 Years, AM - 5 to 8 Years
Job Requirements:
Mandatory Skills:
Qualifications:
- Advanced degree in Math, Statistics, Economics or any other Analytical disciplines from IIT/ISI OR any other tier1 institute or Any Graduate + MBA in finance with relevant experience/exposure.
- Additional certifications: Professional Certification such as FRM, CFA preferred
- Total Experience; Prior experience of 1-3 year (Executive) / 5-8 years (AM) working in the Risk Management/Analytics division in large banks and/or tier 1 consulting organizations like Big 4 or captives of top tier banks is preferred
Preferred Skills -
- Experience in valuation of derivatives or structured products, development or validation of pricing models across various classes viz., Equities, Credit, IR, FX, IFRS9, IRB Commodities etc.,
- Strong understanding of regulatory requirements related to model risk management including but not limited to SR11-7/SR15-18/CCAR/DFAST/CECL
- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives).
- Sound knowledge of various simulation techniques like Monte Carlo Simulation etc.,
- Programming skills; SAS, R, Python. Expertise is one of these programming languages is a must. Programming ability in C++ would be a plus
- Personal drive and positive work ethic to deliver results within tight deadlines and in demanding situations without compromising on quality, and ethical standards and values
- Excellent written and verbal communication skills
- Team player
- Self-driven
- Ability to work independently and motivate team members
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