Associate - Asset Management & Risk Analytics - Bank

A leading global bank is hiring a Quantitative Risk professional to join their Asset Management team that looks after Risk Analytics in Bangalore

- Assist in the research and enhancement of the risk methodology for the proprietary Asset Mgmt Independent Risk system covering sensitivity, stress, VaR and factor modeling, for both investment (market) and counterparty (credit) risk

- Provide risk analysis to AM Risk Managers and LOB users of proprietary system at both the portfolio level and security level

- Assist in performance testing on the risk pricing models, including VaR backtesting and model calibration checks.

Requirements:

- Understanding of the equity and fixed income (rates and credit)

- Have experience in pricing and evaluating risk on securities, derivatives and structured/securitized products using appropriate models

- In-depth knowledge of asset pricing models, VaR models and stress testing techniques

- Experience with Risk Metrics is a plus

- 3-7 years of experience in a quantitative analysis/research role within Market/Credit Risk Management, a Front Office role or academic equivalent.

- Degree in Finance, Mathematics, Engineering, Physics or equivalent, advanced degree a plus