TransGraph Consulting - Statistical Analyst - Business/Quant Analytics

JOB DESCRIPTION:

This role will focus on Econometric modelling, Statistical analysis and strategy implementation. The incumbent will use Quantitative and Modelling skills to understand, quantify and price the Risk under Risk Metrics Value at Risk framework across, but not limited to Commodity, Currency, and Energy derivatives to support our Risk management service offerings.

Detailed responsibilities:

- Develop new and modify existing risk and expected return models. This will require mathematical analysis and writing production-level software with standard language preferably S/ R Languages, or C/C++ for demonstration, simulation, backtesting and end-point implementation

- Develop instrument pricing mechanism in line with a business objective, for different financial contracts for both standard, traded in financial and commodity exchanges, as well as exotic in nature

- Build Statistical models for predictive analytics and sensitivity understanding, typically using advanced univariate as well as multivariate Time-series econometrics techniques

- Develop Quantitative Risk control and Hedge framework for on-going Risk & control policy implementation for hedging operations and trading support functions as part of the Risk management consulting group

- Provide analysis, recommendations, consultation, and expert advice on prototyping as well as system/process planning

- Develop a high level of product and business knowledge for the financial services and product industry

DESIRED PROFILE:

- We are looking for the candidate who possesses a robust understanding of Statistical philosophy and having prior hands-on experience in applying Statistical tools and techniques to address different Business issues typically in Finance domain.

- The suitable candidate must be well versed in handling and applying tools like Regression analytics under Time-series environment, ARIMA, VAR class of models, ARCH/GARCH modelling philosophy and should be correct and confident enough to interpret the results in layman language. Having advanced Mathematics background especially in Stochastic calculus, Simulation techniques will be an added advantage.

- We put particular emphasis on the candidate who possesses advanced computer programming skill with C/C++/Fortran and S /R (must) languages.

EDUCATION: Post Graduation in Statistics or Mathematics is mandatory

Additional skill sets: Advanced industry-standard certification in Finance and Risk management preferably with FRM/PRM.