Associate Recruitment Consultant at Techsist
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Market Risk Role - Quant - Big4 (3-12 yrs)
We are hiring for One of the Big 4.
ROLE : Sr. Con./AM/Manager
People with strong pedigree (IIT preferably) and decent programming skills (Python)
Experience of 2-3 years in I-banks / Big 4 model development or validation in Market risk / Counterparty credit risk.
Mandatory skill sets:
1. Bachelor's/Master's degree in Mathematics/Financial Engineering/Quantitative Finance/other quantitative disciplines with strong understanding of valuation theories/concepts
2. Strong Quantitative background - experience in model development or validation will a plus
3. Understanding of Var and Var modelling and back testing techniques
4. Experience in Python/C++
5. Understanding of statistical concepts/time series modelling
6. Responsible for working in quantitative modelling and Pricing/Market risk engagements
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