Manager
- Evalueserve
- 8 - 11 years
- Noida, Gurugram
- 3 months ago
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Job Description
Risk and Quant is one of the fastest growing practices at Evalueserve. As an RQS team member, you will address some of the worlds largest financial needs with technology proven solutions. You would solve these banking challenges and improve decision making with award winning solutions.
What you will be doing at Evalueserve
Provide in-depth technical knowledge in existing and prospective client meetings.
Take responsibility for analysis, presentations, product demonstrations and fully manage the proof of concepts and full- fledged projects.
Preparation and delivery for detailed presentations and workshops.
Ability to deliver presentations and demonstrations to prospects
Be able to articulate solution offerings and the scope and approach in responses for RFIs/RFPs
Review and validate derivative pricing and risk models across asset classes
Develop and validate risk modelling frameworks for both market risk and counterparty credit risk
Development and Implementation of benchmark models and methodologies in C++, Python, R etc.
Perform Independent model testing and assess assumptions, limitations, and model framework
Develop, Implement, and backtest regulatory models such as IRRBB, FRTB, RNIV and VaR/ES.
Prepare coherent and comprehensive documentation reports.
Lead and mentor the team of Analysts
What were looking for
Good knowledge of one or more asset classes (Equity, Rates, FX etc.)
Good experience in market risk / model validation role
Strong Financial Mathematics for derivative pricing; Monte Carlo, PDEs and numerical integration
Knowledge in advanced derivatives modelling and knowledge of volatility models preferred
Knowledge of market risk regulations and experience in implementation of regulatory models
Strong proficiency in one or more of the following programming languages C++, Python, R, MATLAB.
Strong regulatory understanding such as BASEL, CCAR, DFAST, CECL, SR-11/7 etc.
Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
Robust verbal, written and interpersonal communication skills.
Excellent presentation and report writing skills.
Self-starter with strong problem-solving skills
Project management and leadership qualities
Qualification
Master in Financial Engineering / Statistics / Economics / Mathematics or B.Tech. / MBA Finance from tier 1 college
Certifications such as CFA, FRM, CQF, IIQF is a plus
Job Classification
Industry: IT Services & ConsultingFunctional Area / Department: BFSI, Investments & TradingRole Category: Trading, Asset & Wealth ManagementRole: Fund ManagerEmployement Type: Full timeContact Details:
Company: EvalueserveLocation(s): Noida, Gurugram+ View Contact
Keyskills: matlab c++ python project management mathematics regulatory presentation skills basel equity scope management report writing r interpersonal communication writing leadership client meeting programming pricing communication skills ccar
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