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Recruiter at hCapital Business Consulting Private Limited
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Model Development Role - Quant - Python/R - KPO (1-4 yrs)
- Work closely with the Global Capital and Rating Methodology (CARM) team on the projects related to Economic/Regulatory capital models (eg. FRTB).
- Be a key point of contact with respect to such models.
- Work closely with Risk Managers who are the end users of such models and risk IT who develops these models in risk systems.
- Actively participate invalidation of the models/model-changes during implementation phase.
- Create an analytical tool/provide support in creating such tools to facilitate offline calculation of risk numbers with respect to Economic capital.
- Participate in periodic model parameter calibration exercise.
- Perform offline risk capital calculation business/products (periodically and on adhoc basis).
- Provide necessary support to CARM during validation of Economic capital models by Model validation group/Audit including any model change on an ongoing basis.
- Lead the projects related to CARM including but not limited to system migration / new implementation
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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