Specialist - Quant Modelling - Private Equity Firm

Role Summary: To provide Quant/Financial Modeling assistance to investment decision making in a Private Equity firm

Company: A 12year old Indian PE firm

Educational qualification:

- Master's Degree in Statistics, Econometrics, Finance or equivalent.

- PhD is preferred - PhD degree in a quantitative field such as Economics, Econometrics, Finance, Computational Finance, Statistics etc.

Background industry preference: Finance/Investment Banking/Hedge Funds/Economic Think Tanks

Key Performance Areas :

- Excellent quantitative problem solving skills required.

- An excellent foundation of quantitative theory coupled with an ability to build real-world models and analytical tools.

- Driven, organized, and able to work on independent research and real-world problem solving with efficiency and accuracy.

- Minimum of 3 years of R programming, with at least 2 years of using R to build tools for use in a commercial production setting.

- Experience creating and maintaining R packages for private or open source use. Includes experience with automated testing tools such as Testthat.

- Minimum of 3 years of experience with model building using various tools and approaches, with a demonstrated rigor to variable study, model construction, and validation processes. A deep understanding of a wide variety of modeling algorithms is required in areas such as regressions, machine learning, stochastic systems, and time series modeling.

The following will be advantageous:

- Quantitative Modelling

- Risk Management

- CCAR Modelling / Validation

- Value at Risk Modelling / Validation, Back testing

- Stress testing / Scenario analysis

- Credit risk modelling / Validation

- Financial instruments / Derivative Valuations

- Balance sheet forecasting models

- Mathematical modelling

- Domain understanding - Understanding of the risk management domain

- Knowledge of Statistical / analytical platforms such as SAS / Matlab / R is welcome

- Basic programming skills in VBA / C++ / .Net etc is welcome

- Model documentation

- Data validation and system information flow understanding