Sr Risk Consulting Associate
REIS, INC
Gurgaon
3d ago

Enterprise Risk Solutions (ERS)

  • Lead Quantitative Risk engagements / advisory projects with a Market Risk focus. Developing and validating derivatives pricing models, risk estimation models, counterparty credit risk models and stress testing models
  • Understand regulatory guidelines and advise clients on their implementation Basel II.5, FRTB, CCAR, FDSF, SR 11-7, TRIM etc.
  • Travel onsite to client locations and other delivery centres as and when needed
  • Improve existing processes and make them more structured and robust
  • Build strong relationship with clients, internal and external
  • Develop or strengthen competencies in areas like derivatives pricing models, risk estimation models (VAR / ES, IRC / DRC, RNIV / NMRF) and Counterparty Credit Risk(CCR) models
  • Develop or strengthen competencies of pricing and modelling techniques across asset classes
  • Develop good understanding of the regulatory guidelines
  • Meet regularly with direct reports, coach them and offer appropriate encouragement and feedback
  • Work effectively as a team member sharing responsibility, providing support and updating senior team members on progress
  • Participate in brainstorming sessions and propose hypothesis, approaches, & techniques
  • Write white papers on specific topics / research ideas
  • Help in business development
  • Hire suitable team members keeping tactical and strategic needs in mind
  • Required

  • 3-6 years of relevant experience in Financial Services, either as part of an institution or in advisory
  • Strong academic background including a PhD or Master’s degree (Computational Finance / Statistics / Mathematics / Econometrics) or equivalent would be preferred.
  • Engineering graduates from premier institutions like an IIT or NIT with relevant work experience are also encouraged to apply.
  • Modelling background, including experience in model development and validation of derivatives pricing, market risk estimation models, counterparty credit risk models and stress testing models.
  • Knowledge of quantitative methods time series analysis, stochastic calculus
  • Programming skills : C++ or Java / any object oriented language, R, Matlab, Python
  • Strong problem solving and technical skills
  • Strong verbal and written communication skills
  • Certifications such as CQF, FRM and CFA will be a plus
  • Apply
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