Sqa Market Risk
2 days ago
Job title Market Risk Pricing Quant Job Requirement - In-depth understanding of derivatives and empirical asset pricing theory (Black-Scholes framework, stochastic calculus, jump diffusion, change of measure etc.). - Sound understanding and experience in the followings : o VaR, modelling of VaR using different approaches and VaR backtesting o Interest rate curves, modelling interest rates, calibration of stochastic interest rate models (BK, HW etc.) o Volatility Modelling (HJM, SABR, LMM frameworks) o Credit Derivatives modelling - Credit intensity, stochastic default & prepayment rates, copula correlations o Different components of market risk and methodology development/validation of risk and pricing models o Counterparty risk - CVA, DVA, FVA (using analytical and simulation approach) Skills required - Background in computational/quantitative/financial engineering. - Master's/PhD in Computational Math/Financial Engineering/other quantitative disciplines. - Sound knowledge of computer programming at least any one among Python, R, C++. - Excellent communication and time management skills. - Certifications like CQF and FRM preferred. - Ability to program in multiple languages/platforms - preferably in OOPs. About CRISIL GR&RS: CRISIL Global Research and Risk Solutions (GR&RS) is the largest and top-ranked provider of high end research and analytics services to the world's leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity players and asset management firms. CRISIL GRA operates from research centers in Argentina, China, India and Poland, providing research support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity research, fixed income research (covering global economies, 150 global sectors and over 3000 global companies), valuations, pricing complex derivatives, structured finance, risk management, actuarial analysis and business intelligence.
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SQA Consultant
1 week ago
Pune, Maharashtra, India Peoplefy Infosolutions Full time ₹ 8,00,000 - ₹ 12,00,000 per yearShift: 2:00 pm to 11:00 pmLocation: Pune (hybrid)Essential ResponsibilitiesConducts or oversees business-specific projects by applying deep expertise in subject area; promoting adherence to all procedures and policies; developing work plans to meet business priorities and deadlines; determining and carrying out processes and methodologies; coordinating and...
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Lead SQA Engineer
1 week ago
Pune, India BMC Software, Inc. Full timeDescription and Requirements "At BMC trust is not just a word - it's a way of life!" We are an award-winning, equal opportunity, culturally diverse, fun place to be. Giving back to the community drives us to be better every single day. Our work environment allows you to balance your priorities, because we know you will bring your best every day. We will...
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Manager, Risk Manager, Risk
4 weeks ago
Noida, Pune, India Mufg Pension Market Services Full timeJob Description Key Accountabilities and Main Responsibilities Strategic Focus - Implement risk management frameworks, policies, standards, and procedures tailored to the business in alignment with Group-level policies. - Work collaboratively with the business to build and embed a strong risk culture, promoting the Risk as a Mindset approach. - Identify,...
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SQA Consultant, Technical Testing
4 days ago
Pune, Maharashtra, India Peoplefy Infosolutions Full time ₹ 6,00,000 - ₹ 18,00,000 per yearShift - 2:00 pm to 11:00 pmLocation - Pune, Hybrid*Looking for Notice period of 30 days or less.Job SummaryThis individual contributor is responsible for guiding and influencing the development of a formal Global Quality Services Framework and for supporting the development of software quality assurance test strategies. This position is responsible for...
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Market Risk Avp
5 days ago
Pune, India Barclays Full timeJob Title: Market Risk AVP Location: Pune About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which...
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Market/Counterparty Risk
7 days ago
Pune, Maharashtra, India Northern Trust Full time ₹ 5,00,000 - ₹ 20,00,000 per yearAbout Northern Trust:Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families, and institutions by remaining true to our enduring...
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Market Risk Analyst, Associate
2 weeks ago
Pune, India Deutsche Bank Full timeIn Scope of Position based Promotions (INTERNAL only) Job Title: Market Risk Analyst Location: Pune, India Corporate Title: Associate Role Description This role focuses on a number of activities across Market Risk Metric Production and Analysis, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole. The role involved data...
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Markets Operations Embedded Risk
2 weeks ago
Pune, Maharashtra, India Citi Full time ₹ 10,00,000 - ₹ 25,00,000 per yearDiscover your future at CitiWorking at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact.Job OverviewThe goal of the Markets Operations Risk and Control function is to...
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Risk Gtsm
1 week ago
Pune, India Barclays Full time**Job Title**: Risk GTSM - Market Risk SRE **Location**: Pune **About Barclays** Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and...
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Risk Analyst
2 weeks ago
Pune, India Deutsche Bank Full timeJob Title: Risk Analyst Location: Pune, India Role Description About the business division: Risk division has a fundamental responsibility to protect the Bank. With group-wide responsibility for the management and control of credit, market, operational and reputational risks, we have a unique vantage point which allows us a holistic view of our businesses...