PUNE · FULLTIME
MR Quant
Ernst Young
Pune · hybrid · Posted 48d ago
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₹15.0L - ₹30.0L PA2–7 yrsfulltimePune
About a minute. You'll make an account on the way through.
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Section · 01
About this role
Roles and Responsibilities
- Develop and maintain market risk models, including VaR, FRTB, and ES frameworks.
- Collaborate with trading desks to understand their requirements and develop solutions.
- Perform model validation using Python scripts and statistical techniques.
- Provide technical support for model development projects within the team.
- Ensure compliance with regulatory guidelines by reviewing documentation and testing results.
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Section · 02
Skills
RFETMarket RiskVARelastic searchModel ValidationFRTBModel DevelopmentPLAT
Section · Company
About Ernst & Young
Ernst Young
Management Consulting
44k+
employees
2002
24 years old
Gurgaon / Gurugram, Haryana
India
₹15.3L PA avg
Avg at Ernst & Young
₹15L – ₹30L PA
This role
About
At EY, our purpose is Building a better working world. The insights and quality services we provide help build trust and confidence in the capital markets and in economies the world over.
Industries
Management Consulting
Employee ratings
10 reviews
3.4/ 5
Culture
1.9
Career growth
2.3
Work-life
2.5
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