
Actuarial Quantitative Analyst
1 week ago
We are seeking a detail-oriented and analytical Actuarial Professional to join our team. As an Actuarial Intern, you will be responsible for working closely with engagement teams to deliver on 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.
The ideal candidate will have a strong foundation in quantitative modelling and risk management. They should be proficient in Python and Excel, with experience in banking risks and quantification.
This role involves building 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.
You will work closely with the project execution and product development team to ensure that all deliverables meet the required standards.
Requirements:- Educational qualification: Graduate/ Pursuing graduation
- Minimum actuarial papers: Actuary certifications / degrees
- Preferred geography of previous work experience: India / Europe / APAC / US
- Language requirements: Ability to write and speak fluently in English
- Application experience preferable: Python, Advanced excel, PowerPoint
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