Sr Manager/AVP - Risk Modeling - IIT/IIM

About Our Client

Our client is a leading financial services organization across the globe. With 60+ offices in more than 20 countries they are a world leader in providing risk based solution to leading organizations across the globe. As their business in India is expanding, and are looking for a professional at a Sr.Manager or AVP level to help achieve their expansion plans.

Job Description

Reporting into the India Lead, your key responsibilities would include:

- Credit/Market risk modeling to provide risk measurement and hedging solutions.

- Developing advanced stochastic models in C++, Matlab, R.

- Develop various quantitative tools and to look after the production and maintenance of the tools.

- Undertake stress testing/ back testing of models

- Managing the quarterly evaluation of market risk and asset credit risk for the group economic model

- Provide support for group level solvency II initiative

The Successful Applicant:

- You are a Master's in Statistics / Economics/ B. Tech from from a Tier 1 institution (IIT's, IIM's, ISI) with minimum 6 years of experience in the Risk Modeling/ Quant domain

- Certifications such as FRM, PRM, CFA, CQA shall be preferred.

- Strong experience in developing advanced stochastic models

- Strong understanding of Value at Risk (VaR) would be an added advantage

- Experience of managing teams

- Hands on with VBA, C++, Matlab, etc

What's On Offer

Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation