Market Risk Quant Role - BFSI

Job Title: Market Risk Quant Role

Location : Mumbai and Pune

Job Duties : The candidates will be required to have sound knowledge and exposure to market risk models and validation process. This will include exposure to the following :

- Market Risk models

- VaR/RNIV models

- IRC and CCAR

- Stress testing

Skills Required :

- Excellent knowledge of quantitative finance

- Strong exposure to various risk concepts including VaR, RNIV, IRC and CCAR

- Expert in Excel, VBA\R etc with basic knowledge of standard tools and platforms used in the industry

- Excellent analytical and creative problem solving skills

- Good verbal and written communication skills

- Ability to work under tight deadline and a quick learner

- Model review/validation experience preferred