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Specialist - Quant Modelling - Private Equity Firm

2.00 to 9.00 Years   Mumbai City   17 Mar, 2023
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryRecruitment Services
Functional AreaRisk / Underwriting
EmploymentTypeFull-time

Job Description

    Role Summary: To provide Quant/Financial Modeling assistance to investment decision making in a Private Equity firm Company: A 12year old Indian PE firm Educational qualification: - Masters Degree in Statistics, Econometrics, Finance or equivalent.- PhD is preferred - PhD degree in a quantitative field such as Economics, Econometrics, Finance, Computational Finance, Statistics etc. Background industry preference: Finance/Investment Banking/Hedge Funds/Economic Think Tanks Key Performance Areas : - Excellent quantitative problem solving skills required.- An excellent foundation of quantitative theory coupled with an ability to build real-world models and analytical tools.- Driven, organized, and able to work on independent research and real-world problem solving with efficiency and accuracy.- Minimum of 3 years of R programming, with at least 2 years of using R to build tools for use in a commercial production setting.- Experience creating and maintaining R packages for private or open source use. Includes experience with automated testing tools such as Testthat.- Minimum of 3 years of experience with model building using various tools and approaches, with a demonstrated rigor to variable study, model construction, and validation processes. A deep understanding of a wide variety of modeling algorithms is required in areas such as regressions, machine learning, stochastic systems, and time series modeling. The following will be advantageous: - Quantitative Modelling- Risk Management- CCAR Modelling / Validation- Value at Risk Modelling / Validation, Back testing- Stress testing / Scenario analysis- Credit risk modelling / Validation- Financial instruments / Derivative Valuations- Balance sheet forecasting models- Mathematical modelling- Domain understanding - Understanding of the risk management domain- Knowledge of Statistical / analytical platforms such as SAS / Matlab / R is welcome- Basic programming skills in VBA / C++ / .Net etc is welcome- Model documentation- Data validation and system information flow understanding,

Keyskills :
value at riskcredit riskopen sourcetime seriesbuild toolstesting toolsbalance sheet

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