Senior Research Analyst - Risk & Analytics (Job ID : SRARA2013061)

Applications are invited for the position of "Senior Research Analyst - Risk & Analytics" in one of the largest global analytics firm.
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Key Responsibilities :

Work in the quantitative modeling team of Risk & Analytics division of Global Research & Analytics

The candidate will be working on risk modeling assignments

The candidate would be working on Basel II/III’s pillar 1 and pillar 2 related projects

The candidate would work on credit and market risk estimation techniques (pillar 1) and ICAAP (pillar 2), OCC guidelines on model risk/validation

The candidate would be required to work on development and model validation of risk models – PD, LGD, EAD, VaR (market, credit)

Stress testing – PPNR forecasting, econometric modeling

May be required to travel abroad given the requirement of the role.


Qualifications/Experience requirements :

B.Tech/B.Stat/MBA/Financial Engineer with strong grasp/experience in risk theories/concepts

FRM would be a plus


Skills :

Experience in SAS / R – for modeling risk

Strong understanding of statistical concepts/ time series modeling

Good communication skills

Strong in Excel, VBA; C++/Java experience would be a plus

Deep understanding of risk concepts and regulations