We have an opportunity with one of the Leading Investment Bank, Mumbai.  Role: Quantitative Scenario Generation   Business Function: Enterprise Risk Management  Reports to: Head of Scenario Analysis   Business Division: Enterprise Wide Risk  Deliverables:   - Address macroeconomic questions using quantitative techniques.  - Development of multi dimensional stress scenario engine using macroeconomic, statistical/mathematical techniques.  - Provide views on current economic outlook, communicate macro developments verbally/presentations.  - Liaise with Senior Risk, Finance, Treasury representatives to discuss stress scenario themes, narratives, parameterisation & revise stress test library.  - Support development of structural models, statistical models/tools.  - Support strategic stress scenario generation initiatives, as and when required.  Experience/ Qualifications:   Essential  - The candidate sought will be an econometrician/macroeconomist with quantitative focus from a think tank, consultancy firm, international organisation, central bank, bank, buy side or sell side firm.  - Master's Degree or PhD in quantitative subject such as Economics/Econometrics, Mathematics, Statistics.  - Strong quantitative skills in Economics or econometrics  - Experience in advanced statistical modeling and coding in one or more of the following environments: SAS or Matlab; VBA, Gauss, or Stata also considered.  - Experience in economic research, consulting and/or forecasting - regional coverage desirable UK/Europe/US/APAC  Desirable:  - Regulatory experience would be an advantage but not essential   - Hold a degree in quantitative discipline such as Economics, Financial Economics, Econometrics, Finance/Accounting.  Technical Knowledge:  - Experience in advanced statistical modeling and coding in one or more of the following environments: SAS or Matlab; VBA, Gauss, or Stata also considered.  - Strong competence in both Macroeconomic Theory and Time Series Econometrics (VAR, Cointegration)  - Strong grasp of macroeconomic theory and applied econometrics especially time series. Proficiency with Eviews and good knowledge of Matlab a plus. Strong programming or VBA skills  - Ability to deliver end-to-end project execution with minimal supervision and under significant time pressure  - Working knowledge of economics, development of stress scenarios and understanding of econometric techniques.  Kindly Share your interest, pls apply or contact 022-66848563

Mumbai

Quantitative Scenario Generation Manager - Investment Bank 

Quantitative Scenario Generation Manager - Investment Bank  ,Job Description for Quantitative Scenario Generation Manager - Investment Bank  in Black Turtle India Pvt Ltd in  Mumbai for (5-9) years of experience. Apply Now!

Job Description for Quantitative Scenario Generation Manager - Investment Bank  in Black Turtle India Pvt Ltd in  Mumbai for (5-9) years of experience. Apply Now!