Quant Strategist - Risk Modeling - BFSI

Quant Strategist - Risk Modeling

We are looking for candidates with Strong background in Statistics & Mathematics with Hands on Exposure on Model Development with good practical exposure on SAS or R.

Job Description :

- Development of statistical and econometric models to forecast risk factors like Equity, Rates, Credit etc required for stress testing purpose

- Test the models on extensive technical and fundamental criteria to ensure models are fit for purpose

- Communicate complex modeling and statistical concepts to senior levels of internal management

- Understanding and interpretation of data including data gathering and cleaning to ensure data is fit for use

- Provide comprehensive documentation of models including analysis on technical aspects of statistical models for model validation purpose

- Generate forecasts for various risk factors for a range of baseline and stress scenarios