
Actuarial Internship Opportunity
7 days ago
We are seeking an actuarial intern to join our team and contribute to the development of our balance sheet management application suite.
Key Responsibilities:- Collaborate with engagement teams to deliver functionalities related to asset liability management, interest rate risk in banking book, behavioral modelling, Pillar 1 risks (Market Risk, Credit Risk, Operational Risk), Pillar 2 Risks (ICAAP), fund transfer pricing and profitability analysis on our proprietary application suite for Balance Sheet Management.
- Build python and excel models on risk analysis to validate models and assist with client user acceptance testing.
- Develop end-to-end functionalities for modelling macro-economic factors and market prices like Interest rate, Credit Spread, FX, Commodities and Volatility.
- Validate cashflow, valuation and sensitivity models using excel / python for banking and derivative products.
- Develop project execution and product collaterals.
- Adhere to development standards and protocols mandated by product organization.
Requirements:
- Demonstrate knowledge of Banking risks and quantification.
- Demonstrate knowledge of Basel accords on Banking risk management.
- Demonstrate proficiency in financial instrument valuation and risk assessment.
- Demonstrate proficiency in statistical, econometrics and time series analysis.
- Demonstrate proficiency in use of back-end server-side languages like Python and database like MSSQL and PostgreSQL.
Benefits:
- Gain hands-on experience in a dynamic and innovative environment.
- Develop skills in risk analysis, model validation and project execution.
- Contribute to the development of a cutting-edge balance sheet management application suite.
How to Apply:
Interested candidates should submit their applications through our website career page or reach out to us directly through their network.
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