HR at Evalueserve
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Evalueserve - Quant Risk Analytics Role (2-10 yrs)
- The person will be required to work on one or more of the risk and compliance models for global Investment bank which are following:
- Market/Traded risk models for various asset classes (VaR models, stressed VaR Models, Asset Pricing Models, FRTB Models, Margining Models)
- Credit Methodology models for wholesale, financial institutions (PD/LGD/EAD models, CECL, and counterparty credit risk models)
- Stress testing models as under CCAR (Balance Sheet forecasting, PPNR, loss forecasting, Scenario enrichment modeling etc.)
- Operational risk models including AML
- Performing various initial and /or ongoing model validation tasks independently or in collaboration with team.
- Experience in model validation/monitoring in credit /market risk domain.
- Strong hands on experience in any one of the programming language like R/C++/Python/MATLAB.