Crisil - Quantitative Analyst/Senior Quantitative Analyst/Manager - Market Risk Quants

Job title Quantitative Analyst / Senior Quantitative Analyst / Manager

Location India (Pune/ Mumbai)

Experience 3-7 years

Job Duties : The role will require working closely with the market risk validation team of a large global bank. This will include managing and mentor a team to independently validate, review, assess and challenge the complex market risk models.

Key responsibilities include understanding the conceptual framework and assumptions of models, guiding the team with innovative testing frameworks, resolving projects- issues, reviewing the comprehensive validation report, along with managing the deadline of each individual from the team. Liaise off-shore team from other geographies and should be flexible about work timings.

The candidates will be required to have sound knowledge and exposure to market risk models and validation process. This will include exposure to the following:

- Market Risk models

- VaR/RNIV models

- IRC and CCAR

- Stress testing

Qualification Ph.D. - Mathematics/Physics/Engineering/Computational Finance/similar quantitative discipline; or Master's degree with relevant experience of 5-7 Yrs

Skills Required

- Excellent knowledge of quantitative finance

- In-depth knowledge of multiple market risk models and related market known products.

- Strong exposure to various risk concepts including VaR, RNIV, IRC, and CCAR

- Experience in different review/validation framework for Market \Credit Risk

- Excellent analytical and creative problem-solving skills

- Ability to manage multiple validations with different timeline

- Good verbal and written communication skills

Important Information: Please note that while we are evaluating you for this role, there might be another similar opportunity that might arise during the interview process or after the selection process and we would expect the candidates to be flexible to take up these opportunities. This would purely be decided to hiring needs.