Market Risk Analytics - BFSI

Position specifications:

Experience : 3 - 6 years

Qualification : Masters in Financial Engineering

- Responsibilities of the position in brief:

- Development of proto-type models

- Liaise with Model Validation on model risk issues

- Implementation of regulatory requirements within the existing platform

- Estimation of parameters in model usage

- Testing and Documentation

- Partnership with technology to translate quantitative requirements into the risk systems.

Key Skills:

- Knowledge of Derivatives

- Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics, Econometrics) OR IIT Dual degree (Finance) with relevant work experience

- Expert level knowledge on MS-Excel, VBA.