About Moody's Analytics Knowledge Services (MAKS) - Moody's Analytics Knowledge Services is the leading provider of offshore/onshore research and analytics services to the global financial and corporate sectors. - Our clients include leading bulge-bracket financial institutions, Fortune 100 corporations, mid-tier companies, boutique investment banks, and funds. We support over 200 institutional clients through our team of 2500+ employees. We have our offices across the globe in US, UK, UAE, Hong Kong, Mauritius, India, Sri Lanka, China, Costa Rica, and Czech Republic. Please visit our website for more details: www.maknowledgeservices.com Opportunity: - Moody's Analytics seeks a highly motivated and dedicated professional to join our Market Risk team within the Risk Management Services group. 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 on ALM/Liquidity Risk projects with emphasis on developing quantitative and qualitative measurement framework. - Identifying, assessing and monitoring interest rate risks related to banking book (IRRBB) business activities, such as Net Interest Income (NII) and Economic Value of Equity (EVE) - Support the development of a well-controlled framework to manage QRM modeling for interest rate risk management and financial forecasting. - Liaising with Treasury, business personnel and risk managers to ensure the appropriateness of the representation of interest rate risk - Performing analyses of client's balance sheet and assessing the risk impact of any changes to its structure or composition - Development and enhancement of Liquidity risk metrics, stress testing, Contingency funding plan, and collateral management - Oversight and Implementation of global regulations such as Dodd-Frank, LCR, NSFR - Development of risk appetite framework for interest rate risk relative to client's risk profile - Work with quant modeling teams in delivering various analytical projects/ dedicated role - Perform ad-hoc quantitative modeling assignments - Make presentations to client stakeholders and internal management Required Background: - Functional knowledge related to asset-liability management, interest rate risk, funding and liquidity risk, collateral management, behavioral modeling, stress testing and scenario analysis, maturity mismatch, prepayment option modeling, etc - Knowledge of asset-liability management (ALM), interest rate risk and related concepts. Experience in Moody's Risk Authority or QRM highly desirable - Experience in treasury and capital markets risk management practices, processes and products - Hands-on experience in building financial models such as value-at-risk, IRRBB, and earning-at-risk - Post-Graduate/ Graduate Degree in Business/ Statistics/ 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 understanding of interest rate risk and financial products - Understanding of broad stress testing risk regulatory for CCAR, PRA, EBA - Strong problem solving and technical skills - Programming skills: SAS, R, Matlab, SQL, VBA, Python - Strong verbal and written communication skills - Certifications such as CQF, FRM and CFA will be a plus

Gurgaon/Gurugram

Moodys Analytics - Senior Associate - ALM Modelling 

Moodys Analytics - Senior Associate - ALM Modelling  ,Job Description for Moodys Analytics - Senior Associate - ALM Modelling  in Acuity Knowledge Partners in  Gurgaon/Gurugram for (3-7) years of experience. Apply Now!

Job Description for Moodys Analytics - Senior Associate - ALM Modelling  in Acuity Knowledge Partners in  Gurgaon/Gurugram for (3-7) years of experience. Apply Now!