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17/04 Karan Madhok
Manager - Risk/Digital & Analytics Practice at Michael Page India

Views:4232 Applications:175 Rec. Actions:Recruiter Actions:28

SME - Risk/Statistical Modelling - IIT/IIM (5-10 yrs)

Delhi/NCR Job Code: 140483

About Our Client

Our client is a leading financial services organization with global operations. They are an esteemed brand within the industry and always strive to recruit the best talent in the industry. With the current expansion in their global operations, they are looking for to hire an experienced professional to be part of a new team in the risk modelling team.

Job Description

Reporting into the SVP, you would be part of a new risk modelling practise that is being created from scratch.

Your key responsibilities would include:

- Development of advanced stochastic models

- Validation of the firm wide models used for economic capital risk management

- Validation of VaR, IRC Models etc

- Provide support for Group level Solvency II initiative

- Assist in delivering quality data and develop standard modelling tools and individual risk modules

- Develop detailed documentation for risk models and aggregation

- Undertake counter-party credit risk and Credit Value Adjustment (CVA)

The Successful Applicant

- Masters in Statistics, Mathematics, Economics from a Tier 1 institution (IIT, IIM, ISI, etc)

- 5+ yrs of experience in credit risk or market risk modelling and certifications such as FRM, PRM, CFA shall be preferred

- You have sound experience of working with risk modelling techniques (Regression Analysis, Time Series Analysis, Econometrics, Linear and Non Linear Programming, etc).

- Strong experience in Matlab/R/VBA/C++

- People coming from an insurance or actuarial background shall be given preference

What's On Offer

Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation.

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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