Senior Quant Lead - Market Risk - Consulting Firm

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