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07/05 Aanchal Malhotra
Lead Recruitment Consultant at Elements HR Services

Views:2059 Applications:95 Rec. Actions:Recruiter Actions:9

Leadership Role - Model Validation - BFS (3-15 yrs)

Chennai/Mumbai Job Code: 694777

We need candidates with specific skillset (Model Validation experience) & good colleges. PhD with 6 months or lesser experience will also work, experts in Mathematics & Statistics )

- Stress Testing

- Pricing

- Model Validation

- Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms.

- Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience.

- Experience coding in C++ an advantage.

- Excellent communication skills - both written and oral.

- Professional experience in quantitative model development or validation is a requirement

- Quantitative modeling or validation experience in the field of financials or insurances is a plus

- Previous experience in the stress testing, DFAST or CCAR processes / approaches is a plus

- Very strong data management and analysis skills with experience in relevant software packages, e.g. MS Excel, MS Access, VBA, SQL, Matlab, R and SAS. Experience with additional programming languages is a plus, e.g. C++, Python

- Highly analytical and structured thinking with proven ability to solve specific problems independently and as part of a team

- Excellent communication skills with ability to explain complex mathematical concepts in layman's terms

- Attention to detail and ability to ensure consistently high quality of work produced, self-motivated and focused

- A high degree of motivation and a focused approach are considered important, as is the ability to communicate in English (both written and spoken)

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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