Statistical Analyst

STATISTICAL ANALYST- Immediate Requirement

(Designation will depend on the level of experience)

JOB DESCRIPTION:

- This role will focus on Econometric modelling, Statistical analysis and strategy implementation. The incumbent will use Quantitative and Modelling skills to understand, quantify and price the Risk under Risk Metrics Value at Risk framework across, but not limited to Commodity, Currency, and Energy derivatives to support our Risk management service offerings.

Detailed responsibilities:

- Develop new and modify existing risk and expected return models. This will require mathematical analysis and writing production level software with standard language preferably S/ R Languages , or C/C++ for demonstration, simulation, back testing and end-point implementation

- Develop instrument pricing mechanism inline with business objective, for different financial contracts for both standard, traded in financial and commodity exchanges, as well as exotic in nature

- Build Statistical models for predictive analytic and sensitivity understanding, typically using advanced univariate as well as multivariate Time series econometric techniques

- Develop Quantitative Risk control and Hedge framework for on-going Risk & control policy implementation for hedging operations and trading support functions as part of the Risk management consulting group

- Provide analysis, recommendations, consultation, and expert advice on prototyping as well as system/process planning

- Develop high level of product and business knowledge for the financial services and product industry

DESIRED PROFILE:

- We are looking for the candidate who possesses robust understanding of Statistical philosophy and having prior hands-on experience in applying Statistical tools and techniques to address different Business issues typically in Finance domain.

- The suitable candidate must be well versed in handling and applying tools like Regression analytics under Time series environment, ARIMA, VAR class of models, ARCH/GARCH modelling philosophy and should be correct and confident enough to interpret the results in layman language. Having advanced Mathematics background especially in Stochastic calculus, Simulation techniques will be an added advantage.

- We put particular emphasis on candidate who possesses advanced computer programming skill with C/C++/Fortran and S /R (must) languages.

EDUCATION:

- Post Graduation in Statistics or Mathematics is mandatory

Additional skill sets:

- Advanced industry standard certification in Finance and Risk management preferably with FRM/PRM.

Kindly confirm your interest along with your updated CV and send us the references at the earliest to discuss this further with the following details.

Current Salary:
Expected CTC:
Notice Period: One Week Maximum/ Immediate Requirement

Note: please send us the relevant profiles who are in to statistical analysis with S/ R language mandatory and its an immediate requirement and candidates who can join us in a week pls do apply..

Send your resume to careers@transgraph.com or sreeharsha.tanuku@transgraph.com

For more details about the organization, please logon to www.transgraph.com

Recruiter Name :Tanuku Sreeharsha
Contact Company :Transgraph Consulting Pvt. Ltd.
Email Address : careers@transgraph.com , sreeharsha.tanuku@transgraph.com