Quantitative Risk Analyst Role - BFSI

Qualification: MSC or Ph.D. in finance, Mathematics/Statistics, Science

- 3+years work experience in the financial services industry in a quant role, exposure to derivative pricing models and Monte Carlo simulations - across a range of asset classes)

- Strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems

- working experience with a high-level programming language (C#, Python, C++) is a must and knowledge of statistical modeling software (e.g. Rstudio, SAS, SQL) is preferably

Job role:

- Develop and maintain the counterparty credit risk exposure models

- Document and assess the performance of the unstressed and stressed exposure models used for risk management and regulatory requirements

- Stay up to date on regulatory changes and trends: European and US regulators

- Exposure Risk Measurement team

- Develop and maintain the credit exposure models (Derivative and SFT) of the Investment Banking division