Trade Finder Quant Analyst - Market Risk Management

JOB SUMMARY:

The role is with a global bank's global platform for front-office & aligned functions to create value by utilizing non-traditional locations, exceptional talent and a collaborative culture.

Looking for extremely bright candidates for the role of TradeFinder Quant Analyst. TradeFinder is our award winning platform delivering product and services to internal and external clients by enabling quant driven development on scalable infrastructure.

ROLE RESPONSIBILITIES:

- Perform quant driven development for Market Risk Methodology desk

- Development of Historical Simulation VaR framework for full reval ECB Stress Testing

- Parameter recalibrations for Monte Carlo VaR & Economic Capital

- Backtesting of models and Risk factor backtesting of VaR

- Development of pre-deal checker platform for new trades

TECHNICAL SKILLS:

- Strong educational background in Engineering/Science (IIT/NIT candidates) with Quant / Analytics exp, JAVA, PYTHON

- Good knowledge of financial instruments and markets across all asset classes

- Strong analytical skills with basic knowledge of Numerical techniques and applied econometrics

- Basic knowledge of Derivatives Pricing & Risk calculation, VaR, PFE

- Strong programming skills in atleast any one of C/C++, Java, Python, MatLab etc

- Basic knowledge in Web-based technology will be a plus

BEHAVIORAL SKILLS:

- Strong communication skills and presentation ability with attention to detail.

- Good problem solving instincts and strong analytical skills

- Results orientated with strong delivery and interpersonal skills