Sr Risk Analytics Professional

We are hiring for Senior Risk Analytics Professionals,

1. Looking for MBA or Masters in a Quantitative discipline from a Tier 1 Institute

2. Industry certifications such as FRM, PRM, CFA preferred

3. Transferable work permit for countries like US, UK etc. preferred.

Eligibility :

1. At least 8 years of risk analytics experience at one or more Financial Services organization (Capital Markets division of a Universal bank or Investment bank or Broker-Dealer), Rating Agency or Professional Services / Risk Advisory with significant exposure to one or more of the following areas:

- Model Validation

- Stress Testing / Risk Ratings and Credit Risk Methodology / Economic and Regulatory Capital / Liquidity Risk / Counterparty Risk / Market Risk

2. Banking: Strong understanding of credit risk frameworks and methodology; Quantification and validation of risk model parameters (Eg: PD, LGD, EAD) for wholesale and/or Retail Banking portfolios, Loss Forecasting models and methodologies, etc.

3. Capital Markets: Strong understanding of financial instruments/ products across equity, fixed income, derivatives and/or securitization space. Conceptual understanding or direct exposure to one or more of the following types of models: interest rate pricing models, equity and FX option pricing models, single and multifactor derivative pricing models, stochastic volatility models, etc.

4. Risk Regulation: In-depth understanding of new/ evolving regulations in the Risk management space. Strong understanding of risk regulatory framework of one more of the major economies across globe (i.e. US, UK, EU, etc.). Knowledge of Basel II/ III principles and practice, Dodd Frank, ICAAP, CCAR, etc.

5. Risk Analytics: Experience with model reviews and validations (covering both conceptual foundation and technical merit) for different types of risk and valuation models. Experience in one or more of analytical tools such as SAS, R, SQL, Excel/ VBA, Matlab, C++, etc. Knowledge of tools/ vendor products such as Moody’s Risk Frontier / Risk Calc/ Credit Edge, Bloomberg, Reuters, Murex, QRM, etc.

Satyajeet