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05/01 Richa
Manager at Black Turtle

Views:179 Applications:29 Rec. Actions:Recruiter Actions:25

Senior Manager/AVP/VP - XVA Initial Margin/Flow Rates & Market Risk - Quantitative Analytics (7-12 yrs)

Bangalore Job Code: 1202296

Flow Rates, Quantitative Analytics

- Good understanding of bonds, yield curve, forward rates, and risk measures


Programming:

- Basic Python - algorithmic thinking, basic OOP, familiarity with pandas

- Good understanding of time-series data analysis, PCA, regression

- Prior work experience as a quantitative analyst, preferably as a rates quant

- XVA Initial Margin, Quantitative Analytics

- Good understanding of VaR, risk measures, options, swaps, and risk-based pnl


Programming:

- Basic Python - algorithmic thinking, basic OOP, familiarity with pandas

- Good understanding of the Taylor series, multivariate normal distributions

- Prior work experience as a quantitative analyst, preferably as a market risk quant

- Market Risk FRTB, Quantitative Analytics

- Very good understanding of FRTB, VaR, risk measures, options, swaps, risk-based pnl

Programming:

- Basic Python - algorithmic thinking, basic OOP, familiarity with pandas

- Basic understanding of the Taylor series, multivariate normal distributions

- Market Risk FRTB, Quantitative Development

- Basic familiarity with VaR, risk measures, options, swaps, risk-based pnl

Programming:


- Advanced Python - very good in algorithmic thinking, OOP, pandas

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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