Quant – Market Risk (Analyst)
GurugramFull-time1–4 yrsPosted 5 days ago
Junior data science role at Forvis Mazars India in Gurugram. Needs 1+ years.
About the role
Derivatives (options, swaps, structured products) Sensitivities and risk factors(Greeks, yield curve,…) Backtesting / Model Validation / Capital Requirements and regulatory reporting constraints Stochastic modelling and Monte Carlo simulation Volatility modelling (e.g implied volatility) Communication, detail-oriented, collaborative problem-solving, intellectual curiosity and proactive
What you need
- Market risk
- Python
- Statistics
- Capital markets
- Performance testing
- C++
Good to have
- C#