Job Description:

Job Role

Hiring for reputed MNC firm


1) Develop, maintain and enhance risk and stress models for the credit investments undertaken by the firm The risk models are used to generate risk sensitivities for each investment and the stress models are used to estimate losses in historical and stylized scenarios

2) Development and maintenance of in-house analytical suite of libraries such as APO Analytics through partnership with Technology

3) Maintenance and further enhancement of in-house risk systems and infrastructure of Apollo in partnership with Technology

QUALIFICATIONS AND EXPERIENCE (Academic, Professional, Relevant Job Knowledge)

- Undergraduate degree in a quantitative field is required

- Graduate degree (MS or PhD) in a quantitative discipline such as financial engineering, mathematics, engineering, hard sciences or economics is preferred

- Strong conceptual and mathematical knowledge of financial engineering, stochastic modeling, and risk analytics is required

- Deep knowledge of credit products and rates derivatives is required

- 2-5 years of work experience in risk analytics in a financial institution is preferred

- Strong programming skill in Python is required

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 15th Mar 2020

Key Skills:

Company Profile:

Not Mentioned

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