MR Quant (Pune)

MR Quant (Pune)

28 Sep
|
EY
|
Pune

28 Sep

EY

Pune

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.

📌 MR Quant (Pune)
🏢 EY
📍 Pune

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