int(6797)
Gurgaon/Bangalore, India

Senior Quant Lead – Market Risk

Opportunity with one of the leading consulting firm aggressively expanding specialized quantitative risk professional in India hence looking to hire hands-on senior quantitative market risk professional

Please contact Shashikant Bomma or email your cv directly in word format with job reference number JO0000005577 to banking-India@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

  • Responsible for model development, back testing and analyzing VAR and RNIV Models
  • Conduct model risk analysis, stress testing and other tests under different scenarios
  • Monitoring and Estimation of correlation RNIV (Equity/Equity, Equity/FX) risk in the Derivatives business

 

  • Performing analysis of impacts of major drivers contributing the change in RNIV

 

Role requirements

  • Minimum 7+ years of relevant work experience in Market risk and understating of Derivatives products
  • PHD / Masters / bachelor’s degree in quantitative finance, statistics or numerical discipline from premium institute
  • Good programming skills set (any of these) – R / Python / VBA / DB