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15/09 Palak
Team Lead - IT at SkillVentory

Views:229 Applications:39 Rec. Actions:Recruiter Actions:15

Lead - Market Risk Analytics - Bank (6-15 yrs)

Mumbai Job Code: 1155489

Job Description:

- We recruits quantitative research associates for the Risk Analytics Department. The ideal candidate will be actively involved in market risk modeling/statistical analysis of our portfolios for the Market Risk Department.

- This includes periodic updating of risk model/benchmark parameters with recently available market/positional data.

- The ideal candidate will have a strong quantitative background and would require an understanding of traded products, a grasp of risk methodologies and the underlying data challenges, as well as an appreciation for the technical architecture around market risk management.

- Strong problem-solving abilities, solid writing, and oral presentation skills are desired.

- The candidate should be able to adjust to multiple demands of the business and should be willing to learn and evolve along with the role.

Skills Required:

- 6+ years of work experience in quantitative modeling, Risk Management, algorithmic trading, global markets, or any other quantitative/Data Science field.

- Understanding of risk management concepts such as VaR (value-at-risk), Stress tests, market risk modeling, Incremental Risk Charge for credit products, back-testing, and the risk representation of various portfolios.

- The candidate needs to be familiar with statistical techniques viz. Regressions Analysis, Hypothesis testing, Time-series modeling, Volatility modeling et al.

- Strong quantitative and analytical skills and ability to work with diverse cultures in a global team.

- Strong knowledge of financial traded products e.g., derivatives and their pricing.

- Knowledge and hands-on experience in one of the programming languages R, Python, MATLAB, C# or C++ is strongly preferred.

- Excellent communication skills (Oral and written). Ability to communicate and present logically, precisely and in simple manner, complex and technical issues.

- Attention to details and ability to work under pressure and cope with a fast-moving environment.

Required Qualifications:

Graduate/Under-graduate/Advance degrees in finance, mathematics, physics econometrics, engineering, or other quantitative subjects.

- Candidates should have a strong theoretical foundation in mathematics, quantitative finance, and derivatives.

- Knowledge and hands-on experience in one of the programming languages.

Desirable Skillsets:

- PRM/FRM, CFA, CQF certification is an advantage.

- Quantitative modeling experience in Finance/ Data Science

- Knowledge of risk mitigation practices and experience with Basel II/III/IV rules will be considered advantageous.

- Experience in AI, ML, NLP, Big Data Analytics, Tableau is an advantage.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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