Posted By
Ankita Kukreja
at Mastermind Network
Posted in
Consulting
Job Code
47123
Opening for Manager/Sr. Manager – Quantitative Risk Analytics for a Captive of a Leading Investment Bank.
Following are the details
Work Location: Gurgaon
Experience: 6-8 yrs
Responsibilities:
This role will conduct independent review of critical models across multiple bank divisions, including value-at-risk, credit exposure, term structure, mortgage valuation, roll rate, risk assessment, and credit scoring models. The position entails frequent discussions with business partners and quantitative analyst counterparts.
- Complete validations of new and ongoing models in use across multiple divisions
- Prepare reports that summarize technical issues and methods, discuss and evaluate alternatives, and provide direction for resolution of problems.
- Complete all work within aggressive timelines while thoroughly documenting appropriately for distribution and presentation to senior bank management, external audit, bank regulators, and Lines of Business.
- Communicate significant issues to management, including assessment of causes, implications, and potential solutions.
- Promote and influence sound model development, usage, and performance assessment across the Bank.
- Meet regularly with assigned manager for formal performance discussion and follow-up on suggested improvement activities.
- Model Validation
Qualifications:
- Background and experience in derivatives/mortgage analytics, computational finance (Monte Carlo and lattice pricing), economic capital, and/or credit risk modeling.
- Strong programming skills and experience in SAS and/or one or more of the following: C++, Matlab, Gauss; SQL, Oracle.
- Strong verbal and written technical communication skills.
- FRM Qualification preferred.
If interested, kindly forward your profiles to Ankita@mastermindnetwork.co.in and Wadhwa.ankita@gmail.com
Ankita Kukreja
Mastermind Network
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Posted By
Ankita Kukreja
at Mastermind Network
Posted in
Consulting
Job Code
47123