Director at Global Headhunters
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Specialist - Quant Modelling - Private Equity Firm (3-9 yrs)
Role Summary: To provide Quant/Financial Modeling assistance to investment decision making in a Private Equity firm
Company: A 12year old Indian PE firm
- 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
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