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Human Resource at Allegis Global Solutions
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Model Risk & Quant Analysis Role - BFSI (3-5 yrs)
Join our high performing Model Risk and Quant Analytics team and play a key part in managing model risk associated with financial models used across Macquarie.
This role provides you the opportunity to apply your analytical mindset and take responsibility for ensuring the integrity of key financial models used in the business.
- You'll be reviewing and developing models for pricing derivatives, capital and credit risk, as well as performing analysis of data and reporting on the accuracy and quality.
- You'll also be testing the linkages between models and systems while working closely with your team and other key stakeholders to provide support for model risk management activities.
- To be successful in this role, you'll have previous exposure to derivative pricing methods and testing models across all major asset classes, or exposure to credit modelling techniques.
- You'll have a degree in a quantitative discipline and 3-5 years of relevant work experience.
- You'll also have experience working with programming languages such as C++, Python R, SQL and VBA.
- Experience working with Linux and shell scripting will be considered favorably.
- The Model Risk and Quant Analytics team utilizes a range of analytical techniques including time series analysis, regression analysis, optimization, partial differential equations, finite difference methods and Monte Carlo simulations which are implemented using a variety of computing technologies.
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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