CRISIL - Quant Research Analyst

Job title - Research Analyst/ Senior Research Analyst

Location - Chennai/Mumbai/Pune

Experience - 2-4 years

Job Duties

- Work in the quantitative modeling team of Risk & Analytics division of CRISIL Global Research & Analytics

- The candidate will primarily be working on valuation and risk modeling assignments

- The role entails the candidate to work model validation and development of OTC products – credit, rates, mortgage

- The candidate may also be required to work on model validation of risk models – VaR (market, credit)

- May be required to travel abroad given the requirement of the role

Qualification

- B.Tech/MBA/Financial Engineer with strong grasp/experience in valuation theories/concepts

Skills required

- Strong in quantitative skills – experience in model validation a plus

- Understanding of PDE, Lattice, simulation approaches to valuation

- Understanding of statistical concepts/ time series modeling

- Good communication skills

- Strong in Excel, VBA, C++/Java

About CRISIL GR&A: CRISIL Global Research & Analytics (GR&A) is the largest and top-ranked provider of high end research and analytics services to the world's leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity players and asset management firms. CRISIL GR&A operates from research centers in Argentina, China, India and Poland, providing research support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity research, fixed income research (covering global economies, 150 global sectors and over 3000 global companies), valuations, pricing complex derivatives, structured finance, risk management, actuarial analysis and business intelligence.

For more information, please visit www.crisil.com/gra and www.irevna.com