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Key Account Manager at Mastermind Network
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Manager - Market Risk Modeling - Consulting Firm (7-10 yrs)
We are hiring for a leading Consulting organisation based at Bangalore
Position :
Experience : 7-10 years in developing/validating/auditing market risk models and assisting clients on related issues for Derivatives, Pricing models, Interest Rates etc.
Education : Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science.
Role & Responsibilities :
- Responsible for build/validate and manage quantitative market risk analytical models
- Involved in Market Risk Models development /review calculation of VaR(Historical, Parametric and Monte Carlo), CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool
- Experience in validation of Derivative Pricing models/ Market Risk Models across various classes
- Prepare validation report and technical documents for the model being validated
- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives).
- Assist clients to design and implement strategic and functional changes across risk management
- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including Python & R
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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