Quant/Market Risk/Credit Risk - Inv Bank

We have multiple Quant openings with our Investment Banking clients in Mumbai.

The common criteria for all the openings is a degree in a quantitative discipline from a premier institute. the various roles are

Market Risk Stress Testing

- For this role we are looking for a combination of market risk including stress testing and back testing of models and a Quant degree, The person would work on model building and testing.

Quant Risk

- The role would involve working on modelling and model control. You would be building independent models and working on validation as well. You would need to review issues assumptions and limitations of the modelling approach. You would need to develop controls to mitigate model risk.

Market risk Equities and Fixed income

- You would be working with risk managers in the trading centres to manage market exposure. You would be working on reviewing risk strategies. You would be working on validation of VaR and incremental risk change. you would be working on comprehensive risk measures and Economic capital numbers. The role would involve recommendation and creation of risk limits.

Credit risk

- You would be developing quantitative methodologies used to measure counterparty credit risk. You would work on Potential Exposure. The role would involve analysis and quantification of credit risk. you would work on modeling credit risk exposure and on implementation of models and systems. The role would also involve supporting risk managers on complex structured derivatives transactions

Candidates with mathematical or a financial engineering degree are free to apply for the junior roles.