Quantitative Risk Analyst - Market Risk Analytics Modelling

Job Role :

Seeking a quantitative risk analyst to work within,to assist the clients in requirement gathering, to provide efficient solutions to business needs, to support quantitative model development team to perform quantitative model validation and to value various simple and complex financial derivatives.

The role includes interacting with Client's Risk Management Team and gathering requirements, preparing BRDs / FRDs, ensuring that the models, will provide market risk oversight to regulatory projects mostly on VaR, Expected Shortfall, Default risk measurement and stress testing framework.

Identify modelling issues in existing systems and propose practical solutions.

Improve the current products/models with a special emphasis on valuation and risk management,models built on Matlab, R, at Risk.