Credit Suisse - Market Risk Analyst - Quant - Economic Capital Model

Powai Drive for Market Risk Analyst - Quant Roles

Decription :

- Play a central role in the development of a best in class Economic Capital model

- Understand how the Economic Capital model is used in a leading financial institution

- Proactively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture

- Research alternative methodologies, and compare them; justify and test the chosen option

- Ensure that models are adequately documented for both internal and external (e.g. regulatory) purposes

- Collaborate with IT analysts and developers to implement changes to the model

- Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications

You Offer:

- At least 2 yrs experience in quantitative market risk measurement within an investment bank or other financial institution; previous VaR or Economic Capital experience is required

- The candidate should have a first degree in mathematics, physics, econometrics, statistics or engineering.

- A higher degree in one of those areas or in finance or a professional qualification e.g. CFA, FRM would be an advantage

- General knowledge of risk issues and investment products, together with some programming skills would be also desirable

- Experience in methodology documentation is highly valued

- Ability to work well in a team and building relationships

- Ability to produce high quality, accurate work, under pressure and to tight deadlines

- Willingness to question and challenge the status quo and ability to provide alternative approaches

 If interested please send me your resume with the below details :

Total Years of experience/ Relevant Experience:
Current CTC: Fixed + variable
Expected CTC:
Notice Period (Negotiable?)
Reason for change:
Any offers in process:
Open for Relocation (if applicable):
Any education or employment Gap: (If yes please specify the year & reason) :
Availability for face to face interview in Mumbai -