V
Architect
V
Architect
Virtusa- Posted 3 hours ago
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Job Description
Key Responsibilities
Risk Analysis: Assist in the daily monitoring of market risk factors (e.g., VaR, Greeks, stress testing) and credit risk metrics (e.g., probability of default, loss given default).
Data Preparation: Collect, clean, and validate financial data from various internal and external sources for risk modeling and reporting purposes.
Reporting Support: Prepare routine risk reports, dashboards, and presentations for senior stakeholders, highlighting exposure trends and limit breaches.
Regulatory Compliance: Assist in documentation efforts for regulatory submissions (e.g., Basel III/IV, FRTB, IFRS 9) ensuring alignment with global compliance standards.
Model Validation Support: Provide support in checking model inputs and testing output reliability for credit scoring or market risk pricing models.
Collaboration: Work closely with cross-functional teams, including front-office trading desks, middle-office risk control, and IT, to resolve data discrepancies and operational issues.
Required Qualifications & Skills
Education: Bachelor's degree in Finance, Mathematics, Economics, Financial Engineering, or a related quantitative field.
Experience: 10–12 years of experience in financial services or risk management consulting.
Domain Knowledge: Foundational understanding of financial instruments (Equities, Fixed Income, Derivatives), market risk concepts, and credit analysis basics.
Technical Proficiency: Strong working knowledge of MS Excel (including advanced functions). Familiarity with tools like SQL, Python, or R is highly desirable for data manipulation and analysis.
Analytical Skills: Strong numerical aptitude with a keen eye for detail and the ability to identify anomalies in large datasets.
Communication: Ability to distill complex quantitative information into clear, actionable summaries for team review.
Risk Analysis: Assist in the daily monitoring of market risk factors (e.g., VaR, Greeks, stress testing) and credit risk metrics (e.g., probability of default, loss given default).
Data Preparation: Collect, clean, and validate financial data from various internal and external sources for risk modeling and reporting purposes.
Reporting Support: Prepare routine risk reports, dashboards, and presentations for senior stakeholders, highlighting exposure trends and limit breaches.
Regulatory Compliance: Assist in documentation efforts for regulatory submissions (e.g., Basel III/IV, FRTB, IFRS 9) ensuring alignment with global compliance standards.
Model Validation Support: Provide support in checking model inputs and testing output reliability for credit scoring or market risk pricing models.
Collaboration: Work closely with cross-functional teams, including front-office trading desks, middle-office risk control, and IT, to resolve data discrepancies and operational issues.
Required Qualifications & Skills
Education: Bachelor's degree in Finance, Mathematics, Economics, Financial Engineering, or a related quantitative field.
Experience: 10–12 years of experience in financial services or risk management consulting.
Domain Knowledge: Foundational understanding of financial instruments (Equities, Fixed Income, Derivatives), market risk concepts, and credit analysis basics.
Technical Proficiency: Strong working knowledge of MS Excel (including advanced functions). Familiarity with tools like SQL, Python, or R is highly desirable for data manipulation and analysis.
Analytical Skills: Strong numerical aptitude with a keen eye for detail and the ability to identify anomalies in large datasets.
Communication: Ability to distill complex quantitative information into clear, actionable summaries for team review.
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