Quant Analyst/Senior Quant Analyst / Lead Analyst , CRISIL (S&P;)

Job Title	Quant Analyst/Senior Quant Analyst / Lead Analyst
Employer	CRISIL (S&P;)
Job Type	Full Time
Location	London, UK
Industry	Investment Banking
Experience	0-3 Years
Languages	English
Deadline	Saturday 27th February 2016

Job Duties
As part of quants team of CRISIL, the role will require working on model documentation, model development or model validation assignments for large investment banks. This will include developing new models, enhancing/improving and validating existing models and documenting the same as per SR 11-7 guidelines to support the bank’s regulatory mandates.
The candidates will be required to have sound knowledge and exposure to pricing (derivatives, CCR) and market/traded risk models in the capital markets space. This will include exposure to any of the following methodologies: -
n Market Risk/VaR models
n Counterparty Risk and CVA methodologies
n IMM and Risk-based margins
n Pricing/Valuation models
n Enterprise-wide models including Operational risk and Economic Capital
Key responsibilities include (but not limited to): understanding business requirements, regulatory guidelines, cleaning/transforming data, determining appropriate modeling methodologies, model construction/testing, building prototype models, validating the models based on prescribed guidelines, model documentation and review.
Qualification
PhD – Mathematics / Physics / Engineering / Computational Finance or similar quantitative discipline or Masters in Financial Engineering (MFE) or Mathematics with relevant experience and mathematical education background can also apply
Skills Required

n Good Math skills and excellent knowledge of quantitative finance
n Specific exposure to Basel II/II.5/III models for capital markets, SR 11-7 guidelines
n Strong exposure to various risk concepts including VaR, CVA, IMM and Risk-based margins amongst others
n Exposure to valuation/pricing models across asset classes
n Sound knowledge of standard tools and platforms used in the industry (C++, R, MATLAB, Python etc)
n Good communication skills, team-work and flexibility
n Model review/validation experience would be helpful (for Validation assignments)
About CRISIL GR&A: CRISIL Global Research & Analytics (GR&A) is the largest and top-ranked provider of high end research and analytics services to the world’s leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity firms and asset management firms. CRISIL GR&A operates from research centers in Argentina, China, India and Poland, providing research support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity and fixed income research (covering global economies, 150 global sectors and over 3000 global companies), credit analysis, exotic derivatives valuation, structured finance, risk modeling and management, actuarial analysis and business intelligence.

CRISIL GR&A includes Irevna, Pipal Research and Coalition, firms which were acquired by CRISIL. For more information, please visit www.irevna.com, www.pipalresearch.com and www.coalition.com

Required experience:

Mathematics and Quants: 1 year
Required education:

Master’s

About CRISIL (S&P;)

Who We Are
CRISIL is a global analytical company providing ratings, research, and risk and policy advisory services.

We are India's leading ratings agency. We are also the foremost provider of high-end research to the world's largest banks and leading corporations. With sustainable competitive advantage arising from our strong brand, unmatched credibility, market leadership across businesses, and large customer base, we deliver analysis, opinions, and solutions that make markets function better.

Our defining trait is our ability to convert data and information into expert judgements and forecasts across a wide range of domains, with deep expertise and complete objectivity.

At the core of our credibility, built up assiduously over the years, are our CRISIL's majority shareholder is Standard and Poor's (S&P). Standard & Poor's, a part of McGraw Hill Financial (formerly The McGraw-Hill Companies) (NYSE:MHFI), is the world's foremost provider of credit ratings.

<a data-cke-saved-href="https://www.crisil.com/about-crisil/vision-mission-values.html" href="https://www.crisil.com/about-crisil/vision-mission-values.html" target="_blank" "="" style="outline: none; text-decoration: none; color: rgb(64, 64, 64);">Who We Serve
We address a rich and globally diversified client base. Within India our customers range from small enterprises to the largest corporations and financial institutions; outside India our customers include the world’s largest banks and leading corporations. We also work with governments and policy-makers in India and other emerging markets in the indrastructure domain.