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01/01 Jayendran Rajappa
Director at Global Headhunters

Views:591 Applications:110 Rec. Actions:Recruiter Actions:16

Specialist - Quant Modelling - Private Equity Firm (3-9 yrs)

Chennai/Mumbai Job Code: 877890

Role Summary: To provide Quant/Financial Modeling assistance to investment decision making in a Private Equity firm

Company: A 12year old Indian PE firm

Educational qualification:

- Master's Degree in Statistics, Econometrics, Finance or equivalent.

- PhD is preferred - PhD degree in a quantitative field such as Economics, Econometrics, Finance, Computational Finance, Statistics etc.

Background industry preference: Finance/Investment Banking/Hedge Funds/Economic Think Tanks

Key Performance Areas :

- Excellent quantitative problem solving skills required.

- An excellent foundation of quantitative theory coupled with an ability to build real-world models and analytical tools.

- Driven, organized, and able to work on independent research and real-world problem solving with efficiency and accuracy.

- Minimum of 3 years of R programming, with at least 2 years of using R to build tools for use in a commercial production setting.

- Experience creating and maintaining R packages for private or open source use. Includes experience with automated testing tools such as Testthat.

- Minimum of 3 years of experience with model building using various tools and approaches, with a demonstrated rigor to variable study, model construction, and validation processes. A deep understanding of a wide variety of modeling algorithms is required in areas such as regressions, machine learning, stochastic systems, and time series modeling.

The following will be advantageous:

- Quantitative Modelling

- Risk Management

- CCAR Modelling / Validation

- Value at Risk Modelling / Validation, Back testing

- Stress testing / Scenario analysis

- Credit risk modelling / Validation

- Financial instruments / Derivative Valuations

- Balance sheet forecasting models

- Mathematical modelling

- Domain understanding - Understanding of the risk management domain

- Knowledge of Statistical / analytical platforms such as SAS / Matlab / R is welcome

- Basic programming skills in VBA / C++ / .Net etc is welcome

- Model documentation

- Data validation and system information flow understanding

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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