Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
12/05 Asma Shaikh
Team Lead at Black Turtle

Views:1083 Applications:230 Rec. Actions:Recruiter Actions:229

Manager - Market Risk Models - Consulting (6-12 yrs)

Bangalore Job Code: 924124

- Undergraduate (4 year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) with relevant experience or PhD in a quantitative topic

- Knowledge or academic experience of statistical and numerical techniques and principles of the theory of probability and stochastic calculus

- Derivative Pricing Model Development/Validation

- Knowledge of mathematical concepts related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities

- Risk management knowledge in at least one area such as market risk (VaR, PFE, Expected Shortfall etc.) and/or counterparty credit risk

- Strong problem solving and solution development skills.

- Knowledge of mathematical concepts related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities

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

Add a note
Something suspicious? Report this job posting.