We are looking to add highly motivated and dedicated individuals to their Market Risk team in Risk Management Services group. We need candidates ranging from Fresher to 5 years of relevant risk analytics/quantitative analytics experience and individuals with a strong quantitative aptitude and complex business problem solving skills  PhD or Post-Graduate Degree in Business/ Statistics/ Mathematics/ Economics/ other quantitative disciplines would be preferred. Engineering graduates from premier institutions like an IIT or NIT with relevant work experience are also encouraged to apply.  Responsibilities  - Work with Risk Analytics/Quant modeling teams in delivering various analytical projects  - Developing and validating Valuation/Pricing and Risk models for various asset classes  - Understand latest regulatory guidelines and advise clients on their implementation  - Validate & document models in accordance with model risk management guidelines and standards (SR11-7)  - Participate in brainstorming sessions and propose hypothesis, approaches, & techniques  - Worked on market risk model development or validation, enabling a clear understanding of the modeling skills required for regulatory risk calculations viz. VaR, IRC, RNIV / FRTB - ES, NMRF, sensitivity-based risk charge, DRC  - Work on Model development & validation of CVA/XVA and Counterparty Credit Risk(CCR) models, Collateral Management, Margin Models  - Perform ad-hoc quantitative modeling assignments  - Make presentations to client stakeholders and internal management.  Required Background  - Strong knowledge and experience with financial instruments across asset classes and their pricing methodologies  - Understanding of approaches to calculate market risk for various traded instruments   - Understanding of broad risk regulatory landscape - development & validation  - Knowledge of quantitative methods - time series analysis, PDE, stochastic calculus, Econometrics, Statistics  - Strong problem solving and technical skills  - Programming skills: C++ or Java/ any object oriented language, R, Matlab, Python, VBA, STATA  - Strong verbal and written communication skills  - Certifications such as CQF, FRM and CFA will be a plus  - Experience (Desired) with Vendor tools such as Calypso, Murex, FINCAD, RiskMetrics, QRM,Aladdin, APT etc  Note- Candidates with non- Analytical background should not apply.

Delhi NCR

Bangalore

Moodys Analytics Knowledge Services - Risk/Quantitative Analytics Role 

Moodys Analytics Knowledge Services - Risk/Quantitative Analytics Role  ,Job Description for Moodys Analytics Knowledge Services - Risk/Quantitative Analytics Role  in Copal Amba in  Delhi NCR Bangalore for (0-5) years of experience. Apply Now!

Job Description for Moodys Analytics Knowledge Services - Risk/Quantitative Analytics Role  in Copal Amba in  Delhi NCR Bangalore for (0-5) years of experience. Apply Now!