Senior Market Risk Quantitative AnalystPwC India • Republic Of India, IN
Senior Market Risk Quantitative Analyst
PwC India • Republic Of India, IN
13 days ago
Job descriptionMarket Risk Model Development or Validation experience covering Value at Risk (VaR), Stress VaR (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products, VaR mapping, back-testing VaR, Expected Shortfall, Market risk Stress testing Loss estimation, RWA calculation, Sensitivity & Scenario analysis and other coherent risk measures, modeling dependence : correlations and copulas, term structure models of interest rates, and volatility modeling Deep understanding of the Fundamental Review of the Trading Book (FRTB) regulations, specifically expertise in the Internal Models Approach (IMA) and the Standardized Approach (SA). IMA & CVA Experience is preferred Demonstrated experience in development / validation of quantitative models within the banking sector, aligning with FRTB standards, particularly in market risk modeling. Familiarity with risk factor modellability concepts, and adeptness in calculating capital requirements under FRTB guidelines. Perform the back test of the distribution of simulated risk factors Conduct quantitative analysis of market data, including historical market data and current market trends, to identify potential risks and recommend appropriate risk mitigation strategies Stay up to date with industry trends, regulations, and best practices related to market risk management
Job Description & Summary :
- Must hold a Master’s or Ph.D. degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field, ensuring a strong foundation in complex financial modeling.
- 10+ years of experience in market risk model development / validation
- Proficiency in programming languages such as Python, R and strong analytical skills for effective data interpretation and model analysis.
- Excellent verbal and written communication skills for effective articulation of complex quantitative concepts, and a collaborative approach for working in team environments with other analysts, risk managers, and IT professionals.
- Candidates with exposure to FRTB- Standardized Approach implementation or FRTB IMA - Model development experience will be preferred
- FRM / CQF / CFA certification would be a plus
Responsibilities :
Mandatory skill sets : Market Risk Quant
Preferred skill sets : Model Development / Validation and FRTB
Years of experience required : 3+ Years
Education qualification : Master’s or Ph.D. degree
Create a job alert for this search
Quantitative Analyst • Republic Of India, IN
Related jobs
Senior Associate- Market Risk Quant
PwC India • Republic Of India, IN
Mathematics, Statistics, Financial Engineering, or a related quantitative field, ensuring a strong foundation in complex financial modeling.
Proficiency in programming languages such as Python, R an...Show more
Last updated: 13 days ago • Promoted
Quantitative Risk Analyst
Mizuho • Republic Of India, IN
Mizuho Global Services Pvt Ltd (MGS) is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called ‘Mega Banks’ of Japan.
MGS was established in the year 2020 as part o...Show more
Last updated: 30+ days ago • Promoted
Senior Credit Risk Analyst
Kissht • Republic Of India, IN
We are seeking a talented and detail-oriented Risk Analyst to join our Risk Analytics team.The ideal candidate will be responsible for identifying, analyzing, and assessing the potential risks that...Show more
Last updated: 30+ days ago • Promoted
Risk Management Analyst
Air8 • New Delhi, Republic Of India, IN
An LFX digital venture, Air8 is building an insight-based technology platform that capitalizes on Li & Fung’s ecosystem with more than 118 years of supply chain experience, connecting suppliers, bu...Show more
Last updated: 8 days ago • Promoted
Credit Risk Analyst
Oyster HR — Global Remote Team • Republic Of India, IN
Job Opportunity : Credit Manager (Part-Time).Oyster HR — Global Remote Team.At Oyster HR, we partner with leading global businesses to help them hire, manage, and empower talent anywhere in the worl...Show more
Last updated: 5 days ago • Promoted
Senior Portfolio Risk Analyst
Arcana • India, India
Arcana is a portfolio intelligence platform used by hedge funds and asset managers to analyze performance and risk.We’re rethinking the tools institutional investors rely on—and we’re hiring analys...Show more
Last updated: 10 days ago • Promoted
Tech-Functional Business Analyst – Signal & Risk Management (Pharmacovigilance)
vueverse. • India, India
We are looking for a highly experienced IT / Tech-Functional Business Analyst (12+ years) with deep expertise in Pharmacovigilance (PV) systems, specifically Signal Management and Risk Management mod...Show more
Last updated: 6 days ago • Promoted
Senior Investment Risk Analyst
Arcana • Republic Of India, IN
Arcana is a portfolio intelligence platform used by hedge funds and asset managers to analyze performance and risk.We’re rethinking the tools institutional investors rely on—and we’re hiring analys...Show more
Last updated: 10 days ago • Promoted
Senior Risk Analytics Specialist
Kissht • Republic Of India, IN
We are seeking a talented and detail-oriented Risk Analyst to join our Risk Analytics team.The ideal candidate will be responsible for identifying, analyzing, and assessing the potential risks that...Show more
Last updated: 30+ days ago • Promoted
Vendor Risk Management Analyst
Amagi • Republic Of India, IN
This role has been established to support the business in building sustainable governance andcompliance practices at Amagi.
The basic factor required to be successful in this role warrants a good un...Show more
Last updated: 30+ days ago • Promoted
Senior Risk Analyst
Alp Consulting Ltd. • Chennai, Republic Of India, IN
Location : Chennai - DLF IT Park.Notice period : Only immediate to 30days.We are hiring a Risk Lead Analyst with expertise in identifying, investigating, and resolving risk related escalations.The i...Show more
Last updated: 1 day ago • Promoted
Markets Operational Risk Analyst
Nomura • Republic Of India, IN
Nomura is an Asia-headquartered financial services group with an integrated global network Nomura is a global financial services group with an integrated network spanning approximately 30 countries...Show more
Last updated: 13 days ago • Promoted
Senior Associate- Credit Risk Quant
PwC India • Republic Of India, IN
Bachelor's or Master's degree in finance, economics, mathematics, or a related field.PD / LGD / EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating...Show more
Last updated: 13 days ago • Promoted
Risk Analysis Specialist
UST • Pune, Republic Of India, IN
Bachelor's or Master's degree in Engineering, Biomedical, Life Sciences, or a related field.Minimum of 6 years of experience in risk management within the.
In-depth knowledge of ISO 14971 and global...Show more
Last updated: 30+ days ago • Promoted
Senior Investment Risk Analyst
Invartis Consulting • Republic Of India, IN
Job Location - Cyberjaya Malaysia.This role will require relocation to Malaysia.The position is not based in India.We are seeking to hire well experienced Techno-functional Investment Performance O...Show more
Last updated: 30+ days ago • Promoted
Senior Credit Risk Analyst
Careerfit • Republic Of India, IN
Note : Kindly apply only if you have the following : .Physical PD (Personal Discussion) experience.Mandatory exposure in Home Loan, Prime Housing Segment, LAP, Mortgage.
Experience in handling ticket s...Show more
Last updated: 19 days ago • Promoted
Quantitative Risk Analyst
PwC India • Republic Of India, IN
Bachelor's or Master's degree in finance, economics, mathematics, or a related field.PD / LGD / EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating...Show more
Last updated: 13 days ago • Promoted
Quantitative Risk Analyst
bluCognition • Republic Of India, IN
Cognition is an AI / ML based start-up specializing in risk analytics, data conversion and data enrichment capabilities.Founded in 2017, by some very named senior professionals from the financial ser...Show more
Last updated: 30+ days ago • Promoted