Job Views:  
7059
Applications:  167
Recruiter Actions:  28

Job Code

382706

Market Risk Analytics - Quantitative Finance - IIT/NIT

0 - 3 Years.Delhi NCR/Others
Posted 8 years ago
Posted 8 years ago

We are looking out for candidates who are IIT Freshers and who are interested to explore Quantitative Finance.

Responsibilities:

- Work with Risk Analytics/Quant modeling teams in delivering various analytical projects

- Perform ad-hoc quantitative modeling assignments

- Validate & document models following model risk management guidelines and standards

- Make presentations to client stakeholders and internal management

- Participate in brainstorming sessions and propose hypothesis, approaches, & techniques

Required Background

- 0 - 3 years (across levels) of relevant risk analytics/quantitative analytics experience

- PhD or Post-Graduate Degree in Business/ Statistics/ Mathematics/ Economics/ other quantitative disciplines would be preferred.

- Engineering graduates from premier institutions like an IIT or NIT with relevant work experience are also encouraged to apply.

- Strong knowledge and experience with financial instruments across asset classes and their pricing methodologies

- Worked on market risk model development or validation, enabling a clear understanding of the modeling skills required for regulatory risk calculations viz. VaR, IRC, RNIV / FRTB - ES, NMRF, sensitivity-based risk charge, DRC

- Understanding of approaches to calculate market risk for various traded instruments

- Understanding of broad risk regulatory landscape - development & validation

- Knowledge of quantitative methods - time series analysis, PDE, stochastic calculus

- Strong problem solving and technical skills

- Programming skills: C++ or Java/ any object oriented language, R, Matlab

- Strong verbal and written communication skills

- Certifications such as CQF, FRM and CFA will be a plus

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Job Views:  
7059
Applications:  167
Recruiter Actions:  28

Job Code

382706

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