We are looking to add highly motivated and dedicated individuals to their Market Risk team in Risk Management Services group having strong Statistical and Econometrics background. This is a highly visible team in the organization, looking for candidates across levels. We are looking for individuals with a strong quantitative aptitude and complex business problem solving skills. It is essential to have an eye for detail and the ability to quickly learn as needed. This is a fast-growing team offering a highly-challenging, innovative and dynamic work environment.  While this role is based in Gurgaon or Bangalore, we may require candidates to be flexible to relocate to either of these locations or to any of our global offices in NY, London, Costa Rica, Beijing, Colombo or Singapore/HK. Candidates with genuine constraints in terms of relocating to other cities or locations are also welcome to apply. We are hiring for multiple positions.  Responsibilities  - Work with Risk Analytics/Quant modeling teams in delivering various analytical projects  - Work on risk identification, projections & forecasting, and end to end capital planning as a part of stress testing framework  - Work with risk analytics teams to develop, test and implement scenario generation and expansion models for BHC/FRB macro variable paths, based on leading industry practices  - Advise clients on enhancing infrastructure, process and procedures around enterprise wide stress testing  - Advise clients on model governance, model development, deployment and validation of econometric models  - Develop and enhance preliminary models and approaches to support stress testing and economic capital  - Assist in preparation of regulatory submission documents (FRY-14A/Q/M, Capital Plan etc.) and model documentation as per requirement  - Understand latest regulatory guidelines and advise clients on their implementation  - Validate & document models in accordance with model risk management guidelines and standards (SR11-7)  - Participate in brainstorming sessions and propose hypothesis, approaches, & techniques  - Perform ad-hoc quantitative modeling assignments  - Make presentations to client stakeholders and internal management  Required Background  - 2-5 years (across levels) of relevant risk analytics (CCAR/ Stress Testing)/quantitative analytics experience   - PhD or Post-Graduate Degree in Statistics/Econometrics/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  - Thorough understanding of econometrics approaches related to stress testing and forecasting   - Understanding of broad stress testing risk regulatory for CCAR, PRA, EBA  - Knowledge of quantitative methods - time series analysis, PDE, stochastic calculus, Econometrics, Statistics  - Programming skills: C++ or Java/ any object oriented language, R, Matlab, Python, VBA, STATA  - Strong verbal and written communication skills  - Certifications such as CQF, FRM and CFA will be a plus

Delhi NCR

Bangalore

Others

Moodys Analytics Knowledge Services - CCAR Stress Testing - Analytics Team  

Moodys Analytics Knowledge Services - CCAR Stress Testing - Analytics Team   ,Job Description for Moodys Analytics Knowledge Services - CCAR Stress Testing - Analytics Team   in Copal Amba in  Delhi NCR Bangalore Others for (2-6) years of experience. Apply Now!

Job Description for Moodys Analytics Knowledge Services - CCAR Stress Testing - Analytics Team   in Copal Amba in  Delhi NCR Bangalore Others for (2-6) years of experience. Apply Now!