Quant Analyst/Sr Quant Analyst, Market Risk
About CRISIL GR&A: CRISIL Global Research & Analytics (GR&A) is the largest and top-ranked provider of high end research and analytics services to the world's leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity firms and asset management firms. CRISIL GR&A operates from research centers in Argentina, China, India and Poland, providing research support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity and fixed income research (covering global economies, 150 global sectors and over 3000 global companies), credit analysis, exotic derivatives valuation, structured finance, risk modeling and management, actuarial analysis and business intelligence.
- Excellent knowledge of quantitative finance
- Hand on experience working on Python, C++, R
- In-depth knowledge of multiple market risk models and pricing models across asset classes
- Strong exposure to various risk concepts including VaR, RNIV, IRC , FRTB -SA, IMA, SA-CCR
- Experience in methodology and validation framework for Market Risk and Pricing models
Preferred Skills :
- Understanding of Mathematical Finance, stochastic calculus, change of measure, probability theory, numerical techniques
- Knowledge of financial products, Greeks, Risk Calculation and Back testing methodologies for VaR, ES, etc.
- Experience in regulations like FRTB SA/IMA, SA-CVA, etc.
- Previous experience in Risk Analytics, Market Risk Management
Required Soft Skills :
- Strong communication skills ; ability to articulate, present ideas and engage with an international audience
- Self-motivated and problem-solving skills
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