Mumbai, Bangalore, Gurgaon, India

Senior Quant Modeller

Our client is a leading global financial services group. We seek a Senior Quant Modeller or a Senior Credit Portfolio Modeller who brings credit modelling experience with strong statistical knowledge to work in Mumbai on Credit Economic Risk Capital.

Please contact Rajat Hegde or email your cv directly in word format with job reference no. Jo0000006115 to riskandquants-in@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

Seek to identify and define product-specific risk characteristics (trading book assets, retail and wholesale loans, OTC derivatives, etc.).
Strong statistical knowledge.
Create the model, test, run script.
Mathematical design, calibration, prototyping and production implementation of credit portfolio models.
Regression modelling.
Working closely with the Credit Economic Risk Capital teams on methodology development work. Work with Risk IT who implements the methodology.
Model documentation.

Role requirements

4+ years of proven relevant work or academic experience in credit risk modelling, possibly in credit portfolio/economic capital modelling or counterparty exposure modelling.
Advanced technical degree (PhD or master’s degree e.g., in mathematics, statistics, econometrics, physics or engineering), ideally with a strong curriculum in statistics/econometrics, quantitative finance or computer science.
Good programming skills set in Python / any OOP and R
Phenomenal written and verbal communication and presentation skills.

Mumbai, Bangalore, Gurgaon, India

Senior Quant Modeller

Key responsibilities

Role requirements

Apply for this Job

Senior Quant Modeller

Mumbai, Bangalore, Gurgaon, India

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