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Market Risk Roles (Job ID : MRR202107)

Applications are invited for the positions of "Market Risk Roles" Applications are invited for current and past IIQF students for Market Risk and Model Validation teams for one of the the Big 4 Consulting firm. The positions will be based out of Mumbai.
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    Market Risk Analytics/ Strong Business Analyst with MR Skills (Domain expertise) - Mandatory skills:
  • Experience in developing and monitoring market risk models for VaR, SVaR, Expected Shortfall, RNIV, IRC etc.
  • Experience in counterparty credit risk, CVA.
  • Experience in using Python to develop models and analyse risk data.
  • Experience in using Python, R for statistical analysis.
  • Experience in model documentation in SR 11-7 standards.
  • Knowledge of statistical and numerical techniques and principles of the theory of probability and stochastic calculus.


  • Model Validation - Mandatory skills:
  • Familiarity with quantitative techniques used in financial and econometric models.
  • Experience in validation of VaR, SVaR and RNIV models.
  • Knowledge of financial cash products and derivative products, Greeks, Risk Calculation and Backtesting methodologies for VaR, ES, Counterparty Credit Risk etc.
  • Concepts related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities.


  • Skills which are good to have:
  • Experience with FRTB, IBOR, CCAR, SA-CCR.
  • Familiarity with popular machine learning techniques.

Placement Program

IIQF provides placement assistance to all students who successfully complete its courses. We have an active placement program in place to provide job opportunities to our students in relevant areas. IIQF has been engaged by some of the top Wall Street Investment Banks for recruitment of personnel for their Quant teams. We receive enquiries from investment banks, investment analytics firms, hedge funds, broking houses, financial software companies and other financial institutions for placement of our students in their Quant teams.

Current Requirements

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