Sr/Lead Research Analyst - Quant Modeling

We are currently scouting for candidates to work in in the quantitative modeling team.

Location - Chennai, Mumbai and Pune

Job Responsibilities

- The candidate will be working on risk modeling assignments

- The candidate would be working on Basel II/III’s pillar 1 and pillar 2 related projects

- The candidate would work on credit and market risk estimation techniques (pillar 1) and ICAAP (pillar 2), OCC guidelines on model risk/validation

- The candidate would be required to work on development and model validation of risk models – PD,LGD, EAD, VaR (market, credit)

- Stress testing – PPNR forecasting, econometric modeling

- May be required to travel abroad given the requirement of the role

Qualification

- B.Tech/B.Stat/MBA/Financial Engineer with strong grasp/experience in risk theories/concepts

- FRM would be a plus

Skills required

- Experience in SAS / R – for modeling risk

- Strong understanding of statistical concepts/ time series modeling

- Good communication skills

- Strong in Excel, VBA; C++/Java experience would be a plus

- Deep understanding of risk concepts and regulations

Interested candidates please send across your updated profile to poojapagnis@teamlease.com

Pooja Pagnis
Senior Manager
TeamLease Services (P) Ltd.