Manager - Risk - Quantitative Analytics

Position : Analytics - Quantitative Manager

Team : Risk Management / Data Analytics

Job Description :

The role would require the candidate to operate in both individual contributor and team manager capacities. Work is mainly focused on analytics around Market Risk, Credit Risk and Operational Risk across the Company. The detailed description is as below :

1. A subject matter expert in machine learning model life-cycle, statistics and analytics technology

2. Develop machine learning based models for market risk, counterparty risk, credit risk & price risk

3. Developing and validating Risk models for various asset classes

4. Need based projects for various activities

5. Developing subject-matter-expertise in analysis of machine-learning, fixed-income products, derivatives, credit scorecard modeling and portfolio risk

6. Risk Analysis of proprietary trading positions before critical events impacting markets

7. Developing deep understanding of financial modelling theory and techniques for structured products

8. Regularly follow global markets to understand how industry changes affect modelling and analytics and help modelling teams to update those changes in existing models

QUALIFICATIONS AND EDUCATION REQUIRED :

- Master's or Ph.D. degree (or equivalent) in quantitative field

- Looking for candidates with experience in managing the end to end life cycle of ML algorithm - developing, deploying, validating, implementing and recalibrating the algorithm as per business requirement