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Managing Director at Edge In Asia Recruitment Private Limited
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Senior Quant Lead - Market Risk - Consulting Firm (7-12 yrs)
Opportunity with one of the leading consulting firm aggressively expanding specialized quantitative risk professional in India hence looking to hire hands-on senior quantitative market risk professional.
Job Responsibilities :
- Responsible for model development, back testing and analyzing VAR and RNIV Models
- Conduct model risk analysis, stress testing and other tests under different scenarios
- Monitoring and Estimation of correlation RNIV (Equity/Equity, Equity/FX) risk in the Derivatives business
- Performing analysis of impacts of major drivers contributing the change in RNIV
To be eligible for this role you will require :
- Minimum 7+ years of relevant work experience in Market risk and understating of Derivatives products
- PHD / Masters / bachelor's degree in quantitative finance, statistics or numerical discipline from premium institute
- Good programming skills set (any of these) - R / Python / VBA / DB
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