Quant Analyst - Market Risk - Financial Advisory Service

Market Risk - Quant Analyst

Roles and Responsibilities:

- Working closely with the client to build and enhance their market risk management frameworks

- Work on the valuation of models for vanilla/ complex and non-standardised derivatives products

- Working with various stakeholders and to ensure projects are delivered on time

Skills Required:

- 2-7 years of experience in financial services, preferable in the Market risk or Treasury MO for a financial service

- Should have good knowledge of the Indian Financial markets

- Understanding of quantification of market risk (VaR, Stress Testing etc).

- Strong quantitative skills with good understanding of stochastic calculus, binomial / trinomial tree building techniques, Monte Carlo simulation, finite difference / element methods for solving PDEs independently, etc

- MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premium institutes required. Graduates (B.Tech / B.E) with relevant experience can also be considered

- Computer skills (C++, Java, and MATLAB) are necessary

For more details, please reach out to

Ashwini S Kumar
Senior Consultant
Antal International Network
Tel: +91 80 60660173
Bangalore