Associate Manager - Market Risk Modeling

Discipline - Banking

Subsector - Analytics

Location - Delhi NCR

About our Client:

- Our client is a leading financial services firm with a strong base in India. As part of expansion of their global analytics team, they are looking for a Associate who can play a critical role with direct exposure to the leadership of our bank working closely with global counterparts

Job Description:

- Reporting into a Director you would be responsible for handling the modeling work stream in client engagements which might include development of a cash flow at risk model, credit rating models, liquidity risk models stress testing, economic capital modeling etc. Synthesize results of analysis into compelling communication for sharing with consulting teams - Provide expert advice to consulting teams on modeling related issues.

The Successful Candidate:

- Proven expertise with basic concepts in corporate finance (e.g. P&L, cash flow statements, NPV, IRR etc) and risk management (e.g. economic capital, VaR, Basel II etc)

- Expertise in Techniques like stochastic processes, time series analysis, regressions, factor analysis, Monte-Carlo simulations etc.

- B.Tech / M.Tech / MBA / M.Sc - statistics from Tier 1 college.

- 1 - 4 years of professional work experience with a reputed bank, insurance, other financial firm or analytics firm or consulting firm.

- Specific exposure to risk modeling for either corporates, banks, insurance - Knowledge of stress testing, model validation and economic capital modeling is preferred

What's on Offer:

- Excellent opportunity with global stakeholder management and international travel for candidates with experience in modeling in the market/liquidity risk space.

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