Finance, Controllers, Controller Modeling MRMA, Analyst/Associate

Goldman Sach

Responsibilities:

 

The responsibilities of the associates can include:

Developing price verification models. Models must capture the economic and statistical properties of the underlying market risk factors. An Associate will analyze the quality and availability of independent data inputs to the models, and will design them accordingly.

Developing regulatory capital measurement and stress testing models.

Implementing new models as well as providing ongoing testing and support for existing models.

Documentation and quality control of models.

Performing exotic structure pricing analyses.

 

Opportunities:

 

In performing his/her job function an Associate will have the following opportunities:

Broad exposure to pricing and calibration models for a variety of products

Exposure to challenging quantitative problems such as modeling risks for derivatives, large scale Monte-Carlo simulations of complete portfolios across the firm, fast and accurate approximate market risk measurements.

Understand evolving regulatory framework and leverage quantitative skills to help the firm manage capital resources.

Development of quantitative and programming skills as well as product and market knowledge.

Opportunities to work with product controllers in various areas of the firm.

Dynamic team work environment.

 

Qualifications:

 

PhD or Master’s candidate in a quantitative field such as mathematics, physics, statistics or engineering.

 Excellent command of mathematics, modeling and numerical algorithms. Good knowledge of statistics and time series analysis a definite plus.

Strong programming skills and experience with an object oriented programming language (Java ok, C++ preferred).

Strong written and verbal communication skills.

Self-motivated team player

More Information / Apply Now

Type

Junior industry position

Asia%2C%20Bengaluru%2C%20India

Asia

Bengaluru , India

Location

India

Bengaluru

Type

Junior industry position

Asia%2C%20Bengaluru%2C%20India