Senior Consultant/Manager/Senior Manager - Risk Quant - BFSI

Job Duties

- Work in the line focusing on Quantitative Modeling and Market Risk Analytics

- The candidate will primarily be working on quantitative modelling and Pricing/Market risk engagements like:

- Validation/development of valuation models across asset classes equities, commodities, rates, credit, mortgages

- Development, testing and validating pricing models using C++/Python/R/client-proprietary tools

Qualification:

- Bachelor's/Master's degree in Mathematics/Financial Engineering/Quantitative Finance/other quantitative disciplines with strong understanding of valuation theories/concepts

- FRM/CQF/CFA certification would be a plus

- Knowledge of programming languages (Excel VBA, Python, R etc.)

Skills required:

- Strong quantitative background - experience in model development or validation a plus

- Basic understanding of Mathematics and statistics in terms of linear algebra, probability theory

- Basic understanding of fixed income and equity derivatives, volatility surfaces, interest rate curve construction and Greeks

- Good understanding of workings of a Bank (processes, Committees, systems etc.) and Banking products across fixed income, derivatives, retail etc.

- Understanding of VaR and different VaR modelling and backtesting techniques

- Understanding of statistical concepts/ time series modeling

- Experience in Python/C++

- Strong communication and documentation skill

Note : Immediate joiner or Serving notice OR official Notice period: 1 months not more than this. 2 months or 3 months' Notice period won't work.