• China
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  • 1 - 3 Years
  • Posted : above 1 month

Job Description:

Risk Quantitative Analyst - 19029767

Description

Understand credit risk management systems, data flow, data definition and data requirement for various trading products Utilize this knowledge to perform various analyses to meet risk managers and business needs
Conduct counterparty credit risk model analysis and backtesting required by regulators and model performance reviewers
Specify exposure calculation methods for counterparty risk management and regulatory capital requirement
Interact with other risk management teams, with the front office and with various technology groups to coordinate implementation of improvements to risk models and also support any related production processes
Conduct Ad-hoc data analysis to support regulatory inquiries, internal capital optimization
Prepare reports and analysis for presentation to senior management and regulators

Qualifications

Educated to postgraduate level, with an excellent academic record in a quantitative field (eg mathematics, physics, statistics, etc) Master or higher degree is strongly preferred
Good programming skill and data analysis capability are essential, especially in Perl, C/C , VBA, and basic database skills in either Oracle or Sybase
Good communication skill is required
Experience of one or more of the following is an advantage but not essential derivative pricing and exotic products; risk management practices and procedures; numerical methods; Monte Carlo simulations; statistical hypotheses testing
Keen interest in banking and finance, especially in the field of Risk Management

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Banking
Functional Area : IT Software : Software Products & Services
Role : Software Engineer
Salary : As per Industry Standards
Deadline : 11th Mar 2020

Key Skills:

Company Profile:

Company
Citibank Indiaarfix

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