Market Risk Modeller – Bangalore
Salary: International salaries
My client, a leading Investment Bank, requires a Market Risk Modeler / Quant with overseas experience to join a team of quantitative experts responsible for designing, implementing and maintaining quantitative measures of market risk.
Working as part of a global team with a presence in North America, Europe and Asia Pacific your responsibilities will include:
· Developing market risk models.
· Implementing new models, due to the addition of new financial products as well as for regulatory requirements, as well as providing ongoing testing and support for existing models.
· Analyzing and transforming processes and systems used in calculating risk.
· Performing hedging and risk impact analyses.
Candidates must have:
· Experience within a similar role working as a Quantitative Analyst, Quantitative Developer, Modeler, Financial Engineer
· Reputable degree in a quantitative field such as mathematics, physics, statistics, computer science, engineering, etc.
· Strong programming skills and experience with an advanced programming language such as Java, C++,Haskell, ML, etc
· Excellent command of mathematics, modeling and numerical algorithms. Good knowledge of statistics and time series analysis a definite plus.
International experience working within North America, Europe or elsewhere in Asia Pacific would be extremely beneficial.