Market Risk Role - Quant - Big4

We are hiring for One of the Big 4.

ROLE : Sr. Con./AM/Manager

RESPONSIBILITIES :

People with strong pedigree (IIT preferably) and decent programming skills (Python)

Experience of 2-3 years in I-banks / Big 4 model development or validation in Market risk / Counterparty credit risk.

Mandatory skill sets:

1. Bachelor's/Master's degree in Mathematics/Financial Engineering/Quantitative Finance/other quantitative disciplines with strong understanding of valuation theories/concepts

2. Strong Quantitative background - experience in model development or validation will a plus

3. Understanding of Var and Var modelling and back testing techniques

4. Experience in Python/C++

5. Understanding of statistical concepts/time series modelling

6. Responsible for working in quantitative modelling and Pricing/Market risk engagements