Elevate Your Impact Through Innovation and LearningEvalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With a presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and unparalleled subject matter expertise to elevate our clients' business impact and strategic decision-making. Our team of over 4,500 talented professionals operates in countries such as India, China, Chile, Romania, the US, and Canada. Our global network also extends to emerging markets like Colombia, the Middle East, and the rest of Asia-Pacific. Recognized by Great Place to Work® in India, Chile, Romania, the US, and the UK in 2022, we offer a dynamic, growth-oriented, and meritocracy-based culture that prioritizes continuous learning and skill development, work-life balance, and equal opportunity for all.About Risk and Quant Solutions (RQS)Risk and Quant is one of the fastest growing practices at Evalueserve. As an RQS team member, you will address some of the world’s largest financial needs with technology proven solutions. You would solve these banking challenges and improve decision making with award winning solutions.What you will be doing at Evalueserve- Provide in-depth technical knowledge in existing and prospective client meetings. - Take responsibility for analysis, presentations, product demonstrations and fully manage the proof of concepts and full-fledged projects. - Preparation and delivery for detailed presentations and workshops. - Ability to deliver presentations and demonstrations to prospects - Be able to articulate solution offerings and the scope and approach in responses for RFIs/RFPs - Review and validate derivative pricing and risk models across asset classes - Develop and validate risk modelling frameworks for both market risk and counterparty credit risk - Development and Implementation of benchmark models and methodologies in C++, Python, R etc. - Perform Independent model testing and assess assumptions, limitations, and model framework - Develop, Implement, and backtest regulatory models such as IRRBB, FRTB, RNIV and VaR/ES. - Prepare coherent and comprehensive documentation reports. - Lead and mentor the team of AnalystsWhat we’re looking for- Good knowledge of one or more asset classes (Equity, Rates, FX etc.) - Good experience in market risk / model validation role - Strong Financial Mathematics for derivative pricing; Monte Carlo, PDEs and numerical integration - Knowledge in advanced derivatives modelling and knowledge of volatility models preferred - Knowledge of market risk regulations and experience in implementation of regulatory models - Strong proficiency in one or more of the following programming languages C++, Python, R, MATLAB. - Strong regulatory understanding such as BASEL, CCAR, DFAST, CECL, SR-11/7 etc. - Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business - Robust verbal, written and interpersonal communication skills. - Excellent presentation and report writing skills. - Self-starter with strong problem-solving skills - Project management and leadership qualitiesQualification- Master in Financial Engineering / Statistics / Economics / Mathematics or B.Tech. / MBA Finance from tier 1 college - Certifications such as CFA, FRM, CQF, IIQF is a plusDisclaimer: The following job description serves as an informative reference for the tasks you may be required to perform. However, it does not constitute an integral component of your employment agreement and is subject to periodic modifications to align with evolving circumstances.
Job Title
Manager- Market Risk/Derivative Pricing