Quantitative Analyst (AVP) (Job ID : QAMRM2013081)

Applications are invited for the position of "Quantitative Analyst (AVP)" to join the Model Risk Management team of top MNC Investment Bank.
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Key Responsibilities :

To perform detailed validation of models from across the team’s areas of responsibility, including Value at Risk (VaR), Credit Ratings, Credit Parameters, Counterparty Credit, Operational Risk and Economic Risk Capital (ERC) models.

Qualifications/Experience requirements :

B.Tech/B.Stat/MBA/Financial Engineer with strong grasp/experience in risk theories/concepts
FRM® would be plus
4-5 years of experience in Model Risk Management , Model Validation or related areas

Placement Program

IIQF provides placement assistance to all students who successfully complete its courses. We have an active placement program in place to provide job opportunities to our students in relevant areas. IIQF has been engaged by some of the top Wall Street Investment Banks for recruitment of personnel for their Quant teams. We receive enquiries from investment banks, investment analytics firms, hedge funds, broking houses, financial software companies and other financial institutions for placement of our students in their Quant teams.

Current Requirements

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