Senior Manager/Manager/Senior Consultant - Market Risk Quant - BFS

Sr. Manager/Manager/Sr. consultant - Market risk Quant

Ideal skills and attributes for the role:

- Minimum of 3 years solid experience in Quantitative Market Risk Finance Field

- Strong academic background including at least a 2.1 Bachelor's/PG degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent

- Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements.

- Hands on experience in FRTB or IBOR transition projects is highly preferred

- Strong academe or hands on experience in any of the following software development environments: Python/Java /C++ / SQL/R/.NET

- Modelling background, including experience in model development and model validation of derivative products pricing, market risk and CVA models

- Professional Qualification e.g. CQF / CFA / FRM / PRM would be preferred

Note : Immediate joiner or Serving notice OR official Notice period: 1 months not more than this. 2 months or 3 months' Notice period won't work.