VP - Quant Risk Management - Model Development/Validation - Consulting Firm - IIT/IIM/ISI

Industry - Banking

Skills - market risk, quant, risk validation, modeling, var, IRC

Job Type - Permanent

Job Description - Exciting opportunity with a leading consulting firm

Client Details

Our client is a leading financial services organization across the globe. With 60+ offices in more than 20 countries they are a world leader in providing risk based solution to leading organizations across the globe. As their business in India is expanding, and are looking for a professional to help achieve their expansion plans.

Description

Reporting into the Head of Risk, you would be part of the Risk Management practice and would be responsible for working on projects across Market Risk, Pricing Quant, ALM Modeling, Liquidity Risk, etc.

While leading a team, you would responsible for driving projects across pricing model development, market risk model development/validation, regulatory risk calculations viz. VaR, IRC/ DRC, RNIV, EVE, NII, ALM/ behaviour models. You would also be resoponsible for understanding regulatory guidelines and advising clients on their implementation - Basel, FRTB, ILAAP,
IRRBB, MRR.

Profile

- You are a PHD/Master's in Statistics / Economics/ B. Tech from a Tier 1 institution (IIT's, IIM's, ISI) with minimum 7 years of experience in the quant risk domain

- Certifications such as CQF, FRM, CFA shall be preferred

- Extensive experience in model development/validation across Market Risk, Pricing Quant, ALM Modeling, Liquidity Risk, etc

- Understanding of model risk management guidelines and standards (SR11-7)

- Knowledge of quantitative methods - time series analysis, PDE, stochastic calculus

- Proficient in C++ or Java/ any object oriented language, R, Matlab, Python

- Ability to demonstrate an understanding of capital modeling, financial and derivative products and mathematics

Job Offer

Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation.

Contact - Karan Madhok

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