ROLE RESPONSIBILITIES : - Perform quant driven development for Market Risk desk - Development of Historical Simulation VaR framework for full reval at the bank level - Back testing of models and Risk factor back testing of VaR - Parameter recalibrations and stress testing for Monte Carlo VaR &amp; Economic Capital - Development of pre-deal checker platform for new trades TECHNICAL SKILLS : - Strong programming skills in atleast any one of C/C++, Java, Python, MatLab etc - Strong educational background in Engineering/Science (IIT/NIT candidates) - Good knowledge of financial instruments and markets across all asset classes - Strong analytical skills with basic knowledge of Numerical techniques and applied econometrics - Basic knowledge of Derivatives Pricing &amp; Risk calculation, VaR, PFE - Basic knowledge in Web-based technology will be a plus BEHAVIOURAL SKILLS : - Strong communication skills and presentation ability with attention to detail. - Good problem solving instincts and strong analytical skills - Results orientated with strong delivery and interpersonal skills

Mumbai

Quant Analyst - BFSI 

Quant Analyst - BFSI  ,Job Description for Quant Analyst - BFSI  in Mainstream Technologies in  Mumbai for (2-9) years of experience. Apply Now!

Job Description for Quant Analyst - BFSI  in Mainstream Technologies in  Mumbai for (2-9) years of experience. Apply Now!