Quantitative Associate/ Sr Associate @ Leading Global bank in Gurgaon
Head Hunters
14d ago

Job Description

Our client, a leading Global Bank , as a part of the it's model risk management function, is looking for an Associate / Sr.

Associate / AVP who would be essentially responsible for developing model risk policy and control procedures, performing model development & validation activities, providing guidance on a models appropriate usage in the business context, evaluating ongoing model performance testing, and ensuring that model users are aware of the model strengths and limitations.

Essential skills :

  • Bachelor's / Master's Degree in a Quantitative Field
  • Strong quantitative, analytical, and problem solving skills; knowledge of probability theory, statistics, mathematical finance, econometrics, numerical methods
  • Experience in Programming Languages like Python ,VBA, R, C++ etc
  • Knowledge of financial markets and a good understanding of Derivative Pricing Techniques across asset classes.
  • Experience in model validation and / or model development preferred
  • Experience in Linux and Shell Scripting
  • Strong communication and interpersonal skills
  • Risk and control mindset : ability to ask incisive questions, assess materiality and escalate issues
  • Salary : INR 15,00,000 - 30,00,000 P.A.

    Industry : Banking / Financial Services / Broking

    Functional Area : Other

    Employment Type : Permanent Job, Full Time


    C++PythonLinuxFinanceShell ScriptingModel DevelopmentModel ValidationFinancial MarketsRisk ManagementRisk ControlDerivativesVBAProgramming

    Desired Candidate Profile

    Please refer to the Job description above

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