Quantitative Analyst

Siya Consulting and Advisory Pvt Ltd

Responsibilities:

Develop and validate quantitative models for various risk management purposes, including

credit risk, market risk, and operational risk.

Collaborate with cross-functional teams to design and implement advanced statistical and

machine learning techniques to enhance risk assessment and decision-making processes.

Conduct thorough analysis of large datasets to identify patterns, trends, and potential risks,

and provide actionable insights to senior management.

Stay abreast of industry best practices, regulatory guidelines, and market developments

related to credit risk management, decision models, CCAR, IFRS9 and CECL, and

incorporate findings into model development and validation processes.

Work closely with client & stakeholders, including risk management, finance, and regulatory

reporting teams, to address model-related issues and provide expert guidance on risk

management strategies.

Prepare comprehensive documentation, including model documentation, validation reports,

and regulatory submissions, to ensure transparency and regulatory compliance.

Qualifications:

Master's or . degree in quantitative finance, mathematics, statistics, computer science or

a related field.

Minimum of 1-2 years of experience in quantitative modeling and risk management within

the financial services industry.

Strong programming skills in languages such as Python, R, or MATLAB, with experience in

data manipulation, statistical analysis, and machine learning techniques.

Good knowledge of credit risk modeling methodologies, including probability of default

(PD), loss given default (LGD), and exposure at default (EAD).

Familiarity with CCAR stress testing, including scenario design, model development, and

documentation.

Familiarity with CECL/IFRS9 implementation and its impact on credit loss estimation and

provisioning.

Certification such as FRM (Financial Risk Manager) or CFA (Chartered Financial Analyst) is

a plus

• Experience

  1 - 5 Years

• No. of Openings

  5

• Education

  B.C.A, B.E, B.Tech, M.C.A, M.Tech

• Role

  Quantitative Analyst

• Industry Type

  Manufacturing / Production / Quality

• Gender

  [ Male / Female ]

• Job Country

  India

• Type of Job

  Full Time

• Work Location Type

  Work from Office