VP – Quant Risk recruitment
Reporting into the Director – Quant Risk, you will be a part of the quantitative risk management department which analyzes and manages the bank's market and credit risk. You will be responsible for:
- Validation of the bank's pricing models
- Assisting other groups in the bank with quantitative advice and expertise
- Take cross functional responsibilities and work closely with internal clients to deliver on projects on a firm-wide scale
- Provide model validation perspective as well as grasp perspectives of other functions (from risk and trading) to enrich model validation activities
The Successful Applicant
6-8 years of experience in a role requiring at least 2 years in quantitative modeling, e.g. math-finance, mathematical sciences research and at least 2 years in risk. Strong background with a master’s or bachelor’s in engineering, mathematics or physics Good knowledge of Numerical analysis, Stochastic calculus, Partial differential equations, Probability theory, Statistics Skills with spreadsheet, programming in VBA Experience in C/C++ will be an advantage.
August 5, 2012
• Tags: Quant Risk recruitment, Risk Management careers in the India, VP • Posted in: Financial