13 Oct
TransGraph Consulting Pvt.Ltd
Secunderabad
Job Description
ROLE: Business Analyst- Quants/ Sr. BA- Quants Designation Business Analyst- Quants/ Sr. BA- Quants (Designation will depend on level of experience) Education Masters in Statistics or Mathematics Additional Qualification CFA/ FRM/ CERA (Preferred ) Work Experience 3 yrs Domain Consulting/ Research firms, Brokerage, Trading firms, Data science Functional Area: Risk Management Work Location Hyderabad Roles and Responsibilities : 1.Develop new and modify existing risk and expected return models. This will require mathematical analysis and writing production level software with standard language preferably S/ R languages , or C/C for demonstration, simulation, back testing and end-point implementation.
2.Develop instrument pricing mechanism in line with business objective, for different financial contracts for both standard, traded in financial and commodity exchanges, as well as exotic in nature. 3.Build Statistical models for predictive analytic and sensitivity understanding, typically using advanced univariate as well as multivariate Time series econometric techniques. 4.Develop Quantitative Risk control and Hedge framework for on-going Risk & control policy implementation for hedging operations and trading support functions as part of the Risk management consulting group. 5.Provide analysis, recommendations, consultation, and expert advice on prototyping as well as system/process planning. 6.Develop high level of product and business knowledge for the financial services and product industry. Desired Profile :
1.We are looking for the candidate who possesses robust understanding of Statistical philosophy and having prior hands-on experience in applying Statistical tools and techniques to address different Business issues typically in Finance domain. 2.The suitable candidate must be well versed in handling and applying tools like Regression analytics under Time series environment, ARIMA, VAR class of models, ARCH/GARCH modeling philosophy and should be correct and confident enough to interpret the results in layman language. Having advanced Mathematics background especially in stochastic calculus, Simulation techniques will be an added advantage. 3.We put particular emphasis on candidate who possesses advanced computer programming skill with C/C /Fortran/Python and S /R (must) languages. 4.Understanding of financial derivatives & risk measurement methodology 5.Strong in basic understanding of risk concepts, functioning of various markets/instruments (futures,
forwards, options etc.). 6.Identifying and analyze various risk scenarios and developing risk management controls for different businesses. 7.Interpret and develop various MIS systems of client portfolios, conduct risk assessment, identifying and estimating the potential losses/risks affecting the business. 8.Prepare risk reports, generate risk alerts on associated decisions and recommend to higher authorities.