Thanks for usingCareesma. Job Offer printed on the 19/01/2019.

VICE PRESIDENT/ ASSOCIATE – MARKET RISK

Thane, Maharashtra

Black Turtle

Job Description

This is a quantitative Analytics position within the Market Risk Core Infrastructure, Model Performance & Time Series team of MR QR group with a focus on infrastructure and model performance, The role affords the new team member opportunities to gain cross-asset experience in a wide range of business areas and its product and models, while contributing to the model development for business specific as well as bank-wide models.

The primary responsibilities for this role will include:

- Work on the implementation of the next generation of Market Risk analytics platform.

- Integration of pricing models.

- Work on the delivery for Market Risk analytics

- Model performance analysis.

- Improvement of performance and scalability of analytics algorithms.

- Automation of the models monitoring: Automated detection & identification of model issues.

Qualifications:

- Good interpersonal and communication skills, ability to work in a group

- Graduate degree in a technical field, such as Math, CS, Physics, or Engineering.

- Expertise in C++ and/or Python, including experience with numpy, scipy and/or pandas

- Expertise in data structures, standard algorithms and OO design.

- Strong software design skills and implementation skills

- Strong analytical and problem solving abilities.

- Pricing models theory or stochastic calculus is a plus

- Development using multi-threading, GPU, MPI, grid, or other HPC technologies is a plus.

Company Description

BLACK TURTLE is a premier talent management consultancy firm. The Indian arm was established... in the year 2000. Since then the unit has grown manifold and is ranked among the Top 10 across various services and functions.

BLACK TURTLE offers a wide range of services spread across various industries and functions. These services range from executive recruitment to consultancy in devising HR policies to attract and retain the best talent. It includes servicing niche recruitment needs to RPO. We offer multiple solutions under one roof.
  Read full description

Additional Information

Last updated:
08/01/2019
Job type:
Full time
Position type:
Permanent
Vacancies:
1
Minimum experience:
Two years
Education:
Compulsory Education
Category:
Jobs in Banking / Financial Services , Jobs in Consulting / Strategy / Corporate Planning
Save job
Go to Top