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Senior Quantitative Analyst

3 months ago

Gurugram, India Siya Consulting and Advisory Pvt Ltd Full time

Job Title : Senior Quantitative Analyst

Location : Gurugram

Company Overview :

Siya Consulting and Advisory Private Limited is a leading Business Consulting Company committed to providing innovative solutions and exceptional service to our clients. We specialize in Credit Risk Management, Model Development, Model Validation, Market Risk Management, Business Consulting. As part of our dedicated team, you'll have the opportunity to contribute to cutting-edge projects and collaborate with industry experts.

Position Overview :

We are seeking a highly skilled and experienced Senior Quantitative Analyst to join our dynamic team. The ideal candidate will have a strong background in quantitative finance, with expertise in model development, credit risk management, CCAR, and CECL, IFRS9, Documentation etc.

As a Senior Quantitative Analyst, you will play a crucial role in developing and implementing quantitative models and methodologies to support our risk management strategies and ensure regulatory compliance.

Responsibilities :

- Develop and validate quantitative models for various risk management purposes, including credit risk, market risk, and operational risk.

- Collaborate with cross-functional teams to design and implement advanced statistical and machine learning techniques to enhance risk assessment and decision-making processes.

- Conduct thorough analysis of large datasets to identify patterns, trends, and potential risks, and provide actionable insights to senior management.

- Lead the development and enhancement of stress testing models for CCAR and other regulatory requirements, ensuring accuracy and compliance with regulatory standards.

- Stay abreast of industry best practices, regulatory guidelines, and market developments related to credit risk management, CCAR, and CECL, and incorporate findings into model development and validation processes.

- Work closely with internal stakeholders, including risk management, finance, and regulatory reporting teams, to address model-related issues and provide expert guidance on risk management strategies.

- Prepare comprehensive documentation, including model documentation, validation reports, and regulatory submissions, to ensure transparency and regulatory compliance.

- Mentor junior team members and provide technical guidance on quantitative modeling techniques and :

- Master's or Ph.D. degree in quantitative finance, mathematics, statistics, or a related field.

- Minimum of 3 years of experience in quantitative modeling and risk management within the financial services industry.

- Strong programming skills in languages such as Python, R, or MATLAB, with experience in data manipulation, statistical analysis, and machine learning techniques.

- In-depth knowledge of credit risk modeling methodologies, including probability of default (PD), loss given default (LGD), and exposure at default (EAD).

- Experience with CCAR stress testing, including scenario design, model development, and documentation.

- Familiarity with CECL implementation and its impact on credit loss estimation and provisioning.

- Excellent analytical and problem-solving skills, with the ability to interpret complex data and draw meaningful conclusions.

- Strong communication and interpersonal skills, with the ability to effectively collaborate with cross functional teams and present technical concepts to non-technical stakeholders.

- Proven track record of managing multiple projects simultaneously and delivering high quality results within tight deadlines.

- Certification such as FRM (Financial Risk Manager) or CFA (Chartered Financial Analyst) is a plus.

(ref:hirist.tech)