Job Position : Specialist – Quantitative Research - Basel

Job Description :

Experience in Statistical Modelling Techniques
•Experience in Credit Analytics and modelling
•Hands on experience on R and Excel
•Knowledge of Credit Risk, Market Risk, Regulatory guidelines specifically Basel III preferable
•Experience in RWA, EAD, LGD, PD, internal rating methodology according to Basel III financial reporting guidelines preferable
•Conduct exhaustive research and understand the research Must be independent enough to look for solutions to problems, but keep detailed records of what assumptions and steps were taken, and be able to communicate the logic in a clear and concise manner
•Must be independent enough to look for solutions to problems, but keep detailed records of what assumptions and steps were taken, and be able to communicate the logic in a clear and concise manner
•Candidate requires to work in US shifts (at least 2-3 weeks in a quarter)

Skills
•Extraordinarily high level of motivation and commitment to working hard
•Extraordinarily high level of focus on work quality and attention to detail – making sure that all output is client ready with minimal supervision
•Effective communication skills, both verbal and written
•Strong business acumen and perspective
•A zeal to learn continuously and quickly
•Intellectual superiority – strong analytical thinking
•Creative, out-of-the-box thinker
•3-5 years relevant experience in statistical modelling
•Exposure in implementing quantitative models for market/credit risk
•Knowledge of various statistical techniques to analyse data, such as Regression, PCA etc.
•Excellent communication skills (both written and oral)
•MS Excel financial modelling in VBA, SQL and R
•Bachelor’s or Masters degree in Finance, Statistics, or Math or Engineering, or Econometrics

Company Name : Client of Symmetrical

Location : Noida

Job Code : HR/SGS/1024

Experience : 3

Job Salary

Last Date To Apply : 30-11-2016

Posted on : 25-10-2016