Quantitative Finance Recruiter at Black Turtle India Pvt. Ltd.
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Quant Strategist - Risk Modeling - BFSI (1-5 yrs)
Quant Strategist - Risk Modeling
We are looking for candidates with Strong background in Statistics & Mathematics with Hands on Exposure on Model Development with good practical exposure on SAS or R.
Job Description :
- Development of statistical and econometric models to forecast risk factors like Equity, Rates, Credit etc required for stress testing purpose
- Test the models on extensive technical and fundamental criteria to ensure models are fit for purpose
- Communicate complex modeling and statistical concepts to senior levels of internal management
- Understanding and interpretation of data including data gathering and cleaning to ensure data is fit for use
- Provide comprehensive documentation of models including analysis on technical aspects of statistical models for model validation purpose
- Generate forecasts for various risk factors for a range of baseline and stress scenarios