EY Manager - MR Quant Risk consulting 

India, Maharashtra, Mumbai 

731977517

Your key responsibilities:- Validation/development of valuation models across asset classes - equities, commodities, rates, credit, mortgages- Development, testing and validating pricing models using C++/Python/R/client-proprietary tools- Basic understanding of Mathematics and statistics in terms of linear algebra, probability theory- Basic understanding of fixed income and equity derivatives, volatility surfaces, interest rate curve construction and Greeks- Good understanding of workings of a Bank (processes, Committees, systems etc.) and Banking products across fixed income, derivatives, retail etc.- Understanding of VaR and different VaR modelling and backtesting techniques- Understanding of statistical concepts/time series modelling- Experience in Python/C++To qualify for the role you must have:- 2 to 10 years of relevant work experience- Bachelor's/Master's degree in Mathematics/Financial Engineering/Quantitative Finance/other quantitative disciplines with strong understanding of valuation theories/concepts- FRM/CQF/CFA certification would be a plus- Knowledge of programming languages (Excel VBA, Python, R etc.)- Strong quantitative background - experience in model development or validation a plusSkills and attributes :- Strong communication, documentation, facilitation, relationship-building, presentation and negotiation skills- Be highly flexible, adaptable, and creative- Broad consulting and project management skills, effective written and oral communication skillsWhat we look for:People with the ability to work in a collaborative manner to provide services across multiple client departments while following the commercial and legal requirements. You will need a practical approach to solving issues and complex problems with the ability to deliver insightful and practical solutions. We look for people who are agile, curious, mindful and able to sustain positive energy, while being adaptable and creative in their approach.What we offer:If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible.