Analyst/Senior Analyst - Risk Analytics - Model Development - Financial Services

We are hiring for a leading Financial Services at Banaglore

Position : Analyst/Senior Analyst

Experience : 1-4 yrs in Analytics, Model development for BFSI, Banks, Insurance with knowledge in SAS/Python/R

Role & Responsibilities :

- Responsible for development of Market Risk models like Var Models, IFRS9, Basel Models, Operations risk, Liquidity Risk Modeling

- Model development for Market Risk analysis including Liquidity Risk, VaR, Stress Testing, Sensitivity Analysis

- Build, implement and hand-hold client teams in various analytical and modeling initiatives

- Create a model document describing business use, conceptual philosophy, mathematical logic, and implementation and testing approach of the model developed

- Responsible for Valuation exercise of OTC Derivatives - Swaps (FX, Interest Rates), Forwards, Vanilla and Exotic Options, Swaps

- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, SPSS & R

- Customer segmentation and targeting, promotion effectiveness and churn prevention