Senior Analyst - Quant - BFSI

Senior Analyst - Quant

Your Responsibilities :

As Quant Senior Analyst, your responsibilities will include :

- Conducting periodic Model performance testing & submitting a detailed analytical report on the suitability of the model for capital computation

- Conducting and enhancing projects such as SEEP window bench-marking, long term model validation and improving the VaR model for capturing RNIVs

- Engaging all relevant Model Users and the Broader Quant Team for knowledge sharing and issue remediation

- Communicating the dependencies and issues with team management and stakeholders and improving the process to make it more effective

- Raise and drive issues related to deadlines, data quality and system limitations independently

Skills you need :

- Strong understanding and experience of mathematical and statistical modeling

- Good IT and computer skills, including knowledge of MS office, R and other statistical packages

- Good understanding of risk management principles within Financial Services

- Deep knowledge of traded products and risks associated with those