Engineering, or Econometrics or PhD in Mathematics/ Statistics or in STEM specialties. Relevant experience in similar roles in Quantitative Research and Model Development/Validation is desirable. Hedge Fund, Asset Management or Proprietary trading background a plus
The ERC Methodology team is part of the Enterprise Risk Management functional area, reporting to the Chief Risk Officer. The team is responsible for developing the methodology for many of the components of the bank’s Economic Capital model and is accountable for: (1) Creating and maintaining models which capture all relevant risks across CS businesses; (2) Making sure that the model adhere to internal and ...
levels, modeling issues, and other risk-mitigation measures. Ensure that the model is up to date with the proven theories in the field. Present results to Sr. Management and/or Risk Committees. Education: MS/Mtech/Btech/MCA and possesses strong quantitative, analytical and problem solving skills ...
features and capital implications You offer: At least 2+ years of experience in quantitative risk measurement within an investment bank or other financial institution; previous Economic Capital experience is desirable Previous experience in leading methodology development projects and supervising
Build-up the team and continuously source new talent into the team. - Frequent liaison with teams in London / Hong Kong and New York to determine requirements for work, provide feedback on progress, and to resolve issues. - Run quantitative research projects, manage the priorities of the team, delegate
• comfortable in player/coach role • excellent problem solving skills • thinks both strategically and tactically; willing to “get hands dirty” if necessary • communicates in plain English with financial analysts and senior managers • establishes working partnerships with colleagues across functions
or client groups requirement. The current Mumbai team is being enhanced by adding people with strong quantitative/structuring backgrounds who can help the global team in fulfilling that mandate. The individual's responsibilities include taking ownership of the following : - Assisting in the development
in computer systems and application development Strong mathematics background, including statistics Understanding of software development lifecycle Excellent problem solving skills Communicates in plain English with financial analysts Establishes working partnerships with colleagues across functions Commits
Degree in a quantitative discipline ( Financial Engineering, Financial-Math) Degree/Skills in Computer programming Additional Certification in Risk ( FRM ) will be an added advantage Good knowledge of Risk Measures, sensitivity-computation methodologies Proficient in the use of IT Systems; ability
teams globally; and work with the RFP (Request for Proposal) team in crafting RFPs for new business opportunities. Liaise with numerous groups within JPMAM. Skill Sets required: MBA with 3+ years of relevant work experience in Asset Management or Finance Industry. Strong quantitative and analytical
and reports. · Well developed written and quantitative and qualitative analytic skills. · Analytical bend of mind with a keen eye for detail. · Problem solving skills, Strong partnership skills. · Excellent written and oral communication skills. · Experience in client facing roles. Prior experience
developing contacts and to generate quantitative and qualitative insight Assist in the development of a market-leading database in the particular domain you are entitled. Passion for Market research and Analysis Outstanding ability to think creatively, and identify and resolve problems Attention to detail and the ability to effectively multi-task in a deadline driven atmosphere Ability to clearly ...