Risk Analytics Role - Model Development/Validation - Investment Bank

- Exciting opportunities to join one of leading Investment Banks Risk Analytics/Model Development/Model Governance teams in Mumbai

- A global team which is responsible for building the models and infrastructure used for the risk management of market risk such as of VAR and stress

- We are seeking a quantitative analyst with excellent technical skills and some prior experience of quantitative credit risk/Market risk and derivatives products.

- Statistical analysis, Monte Carlo simulations, risk modeling

- Integration of pricing models.

- Model performance analysis.

- Graduate degree in a technical field, such as Math, CS, Physics, or Engineering.

- Expertise in C++ and/or Python- Expertise in data structures, standard algorithms and OO design.

- Relevant experience in quantitative domain for at least 5 years

- Good interpersonal and communication skills, ability to work in a group