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Posted in
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Job Code
1462264
Key Sills: market risk models, python , derivative pricing( fixed income, equities, ), FX, stochastic calculus, masters from Premier college/university, 3-7 years - Plss mention/highlight the same in your resume
- Strong python and model validation
Location: Bangalore
Masters degree from TIER1 ONLY (NO MBAs, ONLY MA, MS, M Tech)
Essential Skills:
- 5-8 years of experience with minimum Masters/Phd in a quantitative field such as applied math, statistics, engineering, physics, accounting, finance, economics, econometrics, computer sciences, or business/social and behavioral sciences with a quantitative emphasis
- Performing model validations and clearly documenting evidence of validation activities
- Develop benchmarking and alternative models in Python/SAS
- Providing effective challenge to models developed in/for the lines of business, including identifying conceptual weaknesses in a model and understanding tradeoffs with other approaches
- Managing and mitigating model risk to meet or exceed regulatory and industry standards
- Providing leadership and consultation to less experienced validators and business partners
- Communicating model risk findings and limitations to key stakeholders
- Contributing to the improvement of model building and model use practices
- Providing analytical support and offering insights regarding a wide array of business initiatives
- Interacting with senior management and regulators on key modeling issues, including the identification, management, and mitigation of model risk
- Proactively following the industry trend to apply and develop new technology to improve efficiency
Desired Skills:
- Strong mathematical, statistical, analytical and computational skills
- Able to demonstrate first-hand knowledge of advanced topics in various mathematical and numerical methods such as Monte Carlo, stochastic calculus, differential equations, linear algebra, applied probability, statistics and machine learning knowledge
- Eagerness and ability to learn new technologies and programming languages
- Strong communication skills for a variety of audiences (other technical staff, senior management and regulators) both verbally and in writing
- Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions
- Ability to work independently on complex model validations from start to finish
- Skill in managing relationships with key model stakeholders
- Eagerness to contribute collaboratively on projects and discussions
- Perpetual interest in learning something new but being comfortable with not knowing all the answers.
- Attention to detail in both analytics and documentation
- Aptitude for synthesizing data to 'form a story' and align information to contrast/compare to industry perspective
- Intellectually curious, who enjoys solving problems
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Posted By
153
JOB VIEWS
57
APPLICATIONS
24
RECRUITER ACTIONS
See how you stand against competition
Pro
View Insights
Posted in
Consulting
Job Code
1462264
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