Quantitative Analyst

1 day ago


Bengaluru, Karnataka, India Acuity Knowledge Partners Full time

**Key Responsibilities:**

The successful candidate will have the following responsibilities:

  • Validate CCAR stress testing models for PPNR, balance sheet, scenario design, and loss forecasting.
  • Assess data requirements, model assumptions, and methodology, analyze model outcomes, and track ongoing performance.
  • Provide guidance to model owners for remediation of issues identified during validation.
  • Support client's model risk management group in meeting regulatory commitments.

**Required Skills and Qualifications:**

  • M.Sc/PhD in Mathematics / Statistics / Economics or MBA Finance with experience in an MRM role.
  • Working knowledge of Stochastic Calculus, Linear Algebra, Differential Equations, Statistics, Simulation, Computational Methods, and Numerical Analysis.
  • Strong knowledge of mathematical techniques used in VaR computation, Risk Charge calculations, and Tail Risk modeling.

**Benefits:**

This role offers a competitive salary range of $120,000 - $180,000 per annum, depending on experience. In addition, we offer a comprehensive benefits package, including health insurance, retirement plan, and paid time off.



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