Associate - Market Risk Modeling & Validation

Discipline - Banking

Subsector - Analytics

Location - Delhi NCR

About our Client - Our client is one of the leading financial services firm with global presence in more that 50 countries. They are looking for a seasoned Risk Analytics professional with experience in modeling and validation in the market/liquidity risk space.

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 - As a successful candidate you should have- 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.

- Post-graduate degree (preferably an MBA or M.Stat or M.tech dual degree in Mathematics and computing) with undergraduate degree in engineering

- 4 -5 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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