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Lead Consultant at Aurion Solutions
Views:684 Applications:170 Rec. Actions:Recruiter Actions:14
Quantitative Finance Role - BFSI (1-5 yrs)
- Model development, maintenance and enhancement
- Financial models used to price loans, bonds and other bespoke products relevant to are owned by risk strats
- Strats responsible for upgrading existing models, to better comply with validation requirements
- Strats work with risk managers to assist in guiding business on how best to book new trades - choice of model, choice of features given deal economics
- Business selection
- Maintain/enhance the Return on Attributed Equity (ROAE) modelling framework used for business selection
- Understand and model revenue and capital implications of deals
- Reporting risk
- Calculating and reporting risk metrics to management - backward and forward looking views
- Creating/maintaining existing automated risk infrastructure used for daily/weekly/monthly risk reports
- Understand and explain changes in risk as requested by risk managers within market risk managers
- Support businesses with their risk related needs
- Provide data analytics, model generation as requested by risk managers
- Support desks like CLO (warehousing), CRE (real estate)
- Support regulatory requirements
- Design and report PnL and balance sheet for FED and other regulators
- Provide budgetary and league table support to Management/Strategy teams
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