Sr Mgr/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 SVP, your key responsibilities would include:

- Statistical modeling to provide risk measurement and hedging solutions.

- Developing and managing asset return models used to assess economic and statutory capital requirements for the investment portfolio

- Ability to develop stress testing and scenarios analysis tools.

- Understanding or VaR Concepts, Liquidity risk, Tail Risk Measurement.

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

- Develop Statistical & Mathematical Models in C++, Matlab, R.

- Pricing of instruments across asset classes.

- 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 Ph.D/ Masters/ B.Tech from a Tier 1 institution (IIT's, IIM's, ISI) with minimum 6 years of experience
in the Risk Modeling domain and certifications such as FRM, PRM, CFA, CQA shall be preferred.

- Strong experience in developing advanced stochastic models

- Experience of managing teams

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