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GR&A -Irevna

Position: Senior Research Analyst Market Risk Department: Risk & Analytics Grade: Executive (E2) Role: Position Code: CC/Irevna/2013/10 Location: Chennai / Mumbai / Pune / Wroclaw (Poland)

Prepare model documentation to bank standards for market risk VaR models as part of re-validation exercise Consolidate previous VaR Model submissions (document, emails, power points) to be compliant with the new documentation standard for Market Risk Models. This requires expanding the VaR modeling idea to more detailed description using text or mathematical formula, providing additional alternative approached for benchmarking, updating model tests under the current market conditions.

Candidate Profile:

Formal training in the field of quantitative analysis (e.g. mathematics, statistics, physics, etc.). Good writing skills that translate model concepts and summaries into detailed model documentation. Knowledge of the VaR model under Monte Carlo simulation and factor-sensitivity approach. Familiar with common statistical tests of the VaRmodel, e.g. back testing

Essential Qualifications:

MBA/ Financial Engineer/ B.Tech with strong grasp/experience in valuation theories/concepts 3 5 years of relevant experience

Job Title: Senior Research Analyst Counterparty Risk Department: Risk & Analytics Grade: Executive (E2)

Position Code: CC/Irevna/2013/11 Location: Chennai / Mumbai / Pune/ Wroclaw (Poland)

Role:

Prepare model documentation to bank standards for Counterparty Credit Risk models as part of revalidation exercise. Model/methodology description Narrate integration of pricing model into simulation model Perform/coordinate model testing Justify modeling approach Articulate ongoing model testing requirements

Candidate Profile : Formal training in field of quantitative analysis (e.g. mathematics, statistics, physics, etc.) to MSc level Good writing skills that translate model concepts and summaries into detailed model documentation Detailed analytical knowledge of market standard interest rate and equity derivative pricing models Good awareness of EPE model under Monte Carlo simulation Familiar with common statistical tests of for risk models, e.g. back testing Coding in Matlab/Python/R or C/C++

Essential Qualifications:

MBA/ Financial Engineer/ B.Tech with strong grasp/experience in valuation theories/concepts 3 - 5 years

Job Title: Senior Research Analyst Counterparty Risk Position Code: CC/Irevna/2013/12 Department: Risk & Analytics Grade: Executive (E2) Location: Chennai / Mumbai / Pune/ Wroclaw (Poland)

Role:

Write up motivation/rationale, method, observations, and conclusions for testing of FO pricing model integration into CCR simulation framework Model/methodology description Narrate integration of pricing model into simulation model Perform/coordinate model testing Justify modeling approach Articulate ongoing model testing requirements.

Essential skills:

Formal training in field of quantitative analysis (e.g. mathematics, statistics, physics, etc.) to PhD level Good writing skills that translate model concepts and summaries into detailed model documentation Detailed analytical knowledge of market standard interest rate and equity derivative pricing models Good awareness of EPE model under Monte Carlo simulation Familiar with common statistical tests of for risk models, e.g. back testing Coding in Matlab/Python/R or C/C++

Essential Qualifications:

PhD/MBA/ Financial Engineer/ B.Tech with strong grasp/experience in valuation theories/concepts 3 - 5 years

Job Title: Senior Research Analyst Counterparty Risk Department: Risk & Analytics Grade: Executive (E2)

Position Code: CC/Irevna/2013/13 Location: Chennai / Mumbai / Pune/ Wroclaw (Poland)

Role:

Develop set of actionable metrics to drive priorities/decisions for improving EPE modeling capabilities, both in terms of cleaning up data feeds and applying for additional model approvals where appropriate. Document current state of data feeds vis--vis modeling capabilities of CCR simulation framework Document cost/benefit analysis of applying for additional model approvals Dashboard, visualization/reporting for senior management Define programme of work that will deliver capital efficient solution for CCR component.

Essential skills:

Significant experience working on risk and/or financial systems and reconciliation Experience of project implementation, change management, including systems development projects Some experience of counterparty credit risk and/or market risk systems Good awareness of regulatory reporting requirements vis--vis counterparty and/or market risk Strong problem solving skills and good attention to detail Proven ability to perform ad-hoc analysis on datasets, draw themes & key issues and communicate findings Proven track record of chasing issues through many layers to discover root causes Good communication skills and must work well in a team environment Capital calculation product knowledge, specifically related to counterparty credit risk Strong Excel skills, Technology savvy, Must be self-starter

Essential Qualifications:

MBA/ Financial Engineer/ B.Tech with strong grasp/experience in valuation theories/concepts 3 - 5 years

Job Title: Senior Research Analyst Counterparty Risk Position Code: CC/Irevna/2013/14 Department: Risk & Analytics Grade: Executive (E2) Location: Chennai / Mumbai / Pune/ Wroclaw (Poland)

Role:

Work on pre-notification requirements for applying IMM to CCPs. Coordinating collation of information needed Chasing down information Organizing information in team folders Sanity-checking information Pulling together pack for PRA.

Essential skills:

Experienced in CRD4 and Basel 3 Be able process information quickly Interact with key stakeholders across organization (Risk, Finance, Infrastructure, etc.) Degree or equivalent with accounting and/or finance modules Strong understanding of regulatory production capital calculations as well as the rules that drive them Strong understanding of regulatory production capital calculations as well as the rules that drive them Capital calculation product knowledge, specifically related to counterparty credit risk Strong Excel Skills Proven track record of chasing issues through many layers to discover root causes Attention to detail and time management are essential skills for this role. In addition the candidate should have the flexibility required to work in a dynamic environment under tight deadlines Good communication skills are required and must work well with a team

Essential Qualifications:

MBA/ Financial Engineer/ B.Tech with strong grasp/experience in valuation theories/concepts 3 - 5 years

Position: Senior Research Analyst/Manager Department: Risk & Analytics Grade: Executive (E2)/Manager (M) Role:

Position Code: CC/Irevna/2013/15 Location: London, UK

Leading a team of 6-8 analysts in India who support the quantitative desk of a major multinational bank. The team will be required to develop generalized model tests in Quartz / Python using the extended unit test interace developed by the clients modeling team, perform model testing and validation exercises and to facilitate enhanced coverage of the Model testing and validation exercise in terms of number of tests and business groups.

The following subtasks will be performed by the team: Understanding test requirements and technology issues to liase with model developers and validators Understanding and verification of model mathematics, methodologies and implementations. Reviewing model code and performing model robustness checks under various scenarios by running simulation stress tests Understanding the technologies, standardizing model testing procedures to automate and generalize test types

Team deliverables: Detailed Model testing results under multiple scenarios Documentation of key model assumptions and model testing methodologies Analysis of expected versus actual model results Summary of Model mathematics, methodologies and calculation framework Managerial Responsibilities: (apart from above deliverables) would be to Ensure that the team adheres strictly to defined processes laid out by clients as well as CRISIL GR&A. Prepare and circulate key MIS reports measuring the throughput of the team internally and to the clients Review work output and ensure robust quality control mechanism is in place for the team Ensure continuous skill and product training to the team. Guide and mentor the team in work progression and efficiency Closely work with teams across client and other offshore locations to ensure streamlined product delivery Interpret client business needs and translate them into operational requirements and targets for the team. Candidate Profile: Strong derivatives product knowledge backed by working exposure to structured products Excellent communication skills Detail oriented Experience managing small size teams Essential Qualifications: Masters degree in Quantitative finance; CFA/FRM certifications will be preferred Strong programming experience in C/C++ (Python will be preferred) 4-5 Years experience in Derivatives

Position: Senior Research Analyst Department: Risk & Analytics Grade: Executive (E2) Role:

Position Code: CC/Irevna/2013/16 Location: Chennai

The OA will support a senior analyst in the Australian Small cap space covering primarily autos, travel amongst others. Daily/Weekly/Monthly sector update reports/comp sheets Valuation Tables and Sector databases Build end to end models and update them Sector presentations identify themes and present them End-to-End Earnings support preview, model updates incl. forecast changes, earnings review report Prepare questions to management Write Company update reports Write factual/analytical sections of Industry/Thematic reports Write end to end initiation reports. Client requests Search & Aggregation tasks. Candidate is expected to stay on the role for at least 3 years. Understanding the technologies, standardizing model testing procedures to automate and generalize test types Candidate Profile: Essential skills Modelling skills Excellent. Should be able to independently build end to end models including the forecasts. Research skills/Search & Aggregation capability Strong. Should be able to handle a lot of industry data/analysis requests from the analysts and his clients. Report writing Should have strong exposure to Report writing as the role requires the OA to write earnings preview/review/company reports/initiations/sections of industry reports with little guidance from the analyst The candidate should be experienced with strong skill sets in equity research and excellent communication skills. The candidate should be open minded and willing to learn and grow on the role. Since the analyst is in Australia, the candidate has to be step in at 7.45 a.m. IST every day to provide better overlap to cover the timing difference. On earnings day, he/she needs to step in at 4.00 a.m. IST. Excellent Communication skills Accuracy and attention to detail Bloomberg/DataStream sound working knowledge Good to have skills: Good communication skills Excellent interpersonal / client management skills Good Team Player Ability to work unsupervised and deliver within tight deadlines Excellent attention to detail Should understand the workflow of an Investment Banking operation Essential Qualifications: MBA (Finance) / CFA / CA with prior experience in Equity Research