Job Views:  
142
Applications:  68
Recruiter Actions:  56

Job Code

1513619

Senior Analyst/Manager - Model Development

3 - 8 Years.Mumbai/Bangalore
Posted 1 week ago
Posted 1 week ago

Position Title: Sr. Analyst / Manager - Model Development

Experience: Senior Analyst-2 (3-5 years) / Manager- 1 (5-8 years)

Location: Mumbai / Bangalore

Model Development : Prescreening

- Understanding of financial markets and products including derivatives

- Knowledge of principles of derivatives pricing

- Knowledge of stochastic calculus

- Familiarity with Python (mandatory), R, Excel and VBA

Job Requirements :

- Experience in SIMM model

- Experience in economic capital

- Understanding of counterparty exposure measures such as PFE, EE, CVA

- Assist with risk model development and maintenance

- Develop, maintain and improve counterparty exposure models

- Design and run model validation tests, for both model assumptions and implementation. Investigate issues and propose changes where there are model weaknesses.

- Specify and test system changes to implement improvements.

- Investigating issues and resolve quickly

- Previous experience in pricing models is a must

- Good time management and ability to prioritize.

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Job Views:  
142
Applications:  68
Recruiter Actions:  56

Job Code

1513619

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