Indian Institute of Quantitative Finance
Indian Institute of Quantitative Finance
Center of Finance Excellence - Quantitative Finance and Risk Management
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Senior Research Analyst - Risk & Analytics (Job ID : SRARA2013061)

Applications are invited for the position of "Senior Research Analyst - Risk & Analytics" in one of the largest global analytics firm.
Click here to apply

Key Responsibilities :
  • Work in the quantitative modeling team of Risk & Analytics division of Global Research & Analytics
  • The candidate will be working on risk modeling assignments
  • The candidate would be working on Basel II/III’s pillar 1 and pillar 2 related projects
  • The candidate would work on credit and market risk estimation techniques (pillar 1) and ICAAP (pillar 2), OCC guidelines on model risk/validation
  • The candidate would be required to work on development and model validation of risk models – PD, LGD, EAD, VaR (market, credit)
  • Stress testing – PPNR forecasting, econometric modeling
  • May be required to travel abroad given the requirement of the role.

    Qualifications/Experience requirements :
  • B.Tech/B.Stat/MBA/Financial Engineer with strong grasp/experience in risk theories/concepts
  • FRM would be a plus

    Skills :
  • Experience in SAS / R – for modeling risk
  • Strong understanding of statistical concepts/ time series modeling
  • Good communication skills
  • Strong in Excel, VBA; C++/Java experience would be a plus
  • Deep understanding of risk concepts and regulations

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