Market Risk

1 week ago


Mumbai, Maharashtra, India Xpetize Full time

Years of Experience : - 7 Years**
Joining Time frame :immediate to 45 Days**
Positions: Multiple

Mandatory skills:

  • Advanced degree in a quantitative discipline (preferably Mathematics/Applied Math, Engineering, Quant Finance or Physics)
  • General knowledge of stochastic calculus, derivatives pricing theory across one or more asset classes (IR/FX/Credit/Equity), traded products and market/credit risk
  • Minimum 13 years of Financial Services experience performing one of the following: model validation, model development, risk management or related fields
  • Strong oral communication and technical writing skills Preferred
  • Understanding of SR 117 guidance on model risk management
  • Familiarity with vendor pricing platforms such as MUREX, NUMERIX, Bloomberg etc
  • Strong programming and database skills, including
  • Programming in MATLAB/Python or C++
  • Ability to understand and debug the existing model code in the above programming languages and to develop benchmark models
  • Understanding of database technology with respect to MS-SQL database, and proficiency with writing queries and stored procedures
  • Understanding of statistical analysis

Job Type :
Full Time

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