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Anish Handa

Managing Partner at Dimensions HRD Consultants

Last Login: 27 May 2024

Job Views:  
5373
Applications:  412
Recruiter Actions:  98

Posted in

Consulting

Job Code

1408042

Risk Analytics Role - BFSI

2 - 5 Years.Mumbai
Posted 2 weeks ago
Posted 2 weeks ago

Job Role:

Hiring for reputed MNC firm.

PRIMARY RESPONSIBILITIES:

1) Develop, maintain and enhance risk and stress models for the credit investments undertaken by the firm. The risk models are used to generate risk sensitivities for each investment and the stress models are used to estimate losses in historical and stylized scenarios.

2) Development and maintenance of in-house analytical suite of libraries such as APO Analytics through partnership with Technology.

3) Maintenance and further enhancement of in-house risk systems and infrastructure of Apollo in partnership with Technology.

QUALIFICATIONS AND EXPERIENCE: (Academic, Professional, Relevant Job Knowledge)

- Undergraduate degree in a quantitative field is required.

- Graduate degree (MS or PhD) in a quantitative discipline such as financial engineering, mathematics, engineering, hard sciences or economics is preferred.

- Strong conceptual and mathematical knowledge of financial engineering, stochastic modeling, and risk analytics is required.

- Deep knowledge of credit products and rates derivatives is required.

- 2-5 years of work experience in risk analytics in a financial institution is preferred.

- Strong programming skill in Python is required.

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Posted By

user_img

Anish Handa

Managing Partner at Dimensions HRD Consultants

Last Login: 27 May 2024

Job Views:  
5373
Applications:  412
Recruiter Actions:  98

Posted in

Consulting

Job Code

1408042

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