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HR at Recruise India Consulting
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Market Risk Analyst - Financial Services (2-7 yrs)
Roles and Responsibilities:
- Help clients validate their models and assess their modeling frameworks across a variety of risk functions, including market and trading risk, credit risk, and model risk management.
- Will be part of a team of exceptional risk analytics professionals with similarly deep industry experience and will be expected to communicate complex analytics concepts in a clear and concise manner to key client stakeholders
- Have a global client base and you will be exposed to a highly international environment
- At more senior levels, you- ll also focus on developing new analytical approaches and techniques, working with an outstanding knowledge structure and international network of experts in order to codify existing knowledge and develop new knowledge.
Looking at -
- A track record of academic excellence including a Master's or PhD from a reputable college/university in a quantitative field such as economics, mathematics, computational finance, statistics, engineering, or physics; industry qualifications including CFA, FRM, PRM or similar would be considered an asset
- 2-5 years of relevant professional/industry experience combining risk management and/or advanced quantitative modeling techniques, preferably within a financial services related industry (e.g., banking and securities, asset management)
- Experience in model development, validation, and benchmarking, specifically related to single and multifactor models, and other modeling techniques (e.g., Merton, Longstaff-Schwartz, Black-Sholes, etc.) within a regulatory context (e.g., CCAR)
- Hands on experience in developing/validating derivative pricing models
- Knowledge of VaR (historic, parametric, MonteCarlo), EOD or intra-day risk & valuation, as well as stress-testing and scenario analysis
- Understanding of financial mathematics including stochastic calculus and probability theory, as well as derivative pricing models and other numerical techniques across a variety of asset classes (e.g., equities, rates, credit, FX and commodities)
- Experience programming in a modern scientific language (e.g., Python, Matlab, R) and some experience with Java, C#, C++, or C. Knowledge of SQL, SAS, and VBA would be a plus
- Exceptional verbal and written communication skills, especially around translating technical knowledge into forms that can be digested by leadership and non-technical project teams; ability to produce independent opinion and actionable recommendations
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