International Jobs

Note - Preference will be given to local candidate

Job Title: Senior Quant Analyst – Equity trading Models (HAWK)

Crisil is seeking for a Quantitative Analyst to be part of a highly skilled Front Office testing team responsible for Equity Trading models as per regulatory requirement for a major Tier-1 US bank.
 

The role is responsible for the scrutiny and testing of risk models including the assessment of key model assumptions and limitations under all market conditions, using quantitative/statistical tools and calibration techniques for performance testing and benchmarking of the model, along with documentation of FO Equity Product Pricing models to assure compliance with corporate policy and regulatory guidance.
 

The role will include working with stakeholders, including model developers and model governance team to assure cutting-edge
techniques for FO model testing design, as part of the Model Development Documentation applicable to Tier-1 US bank Trading Models    

Duties will include, but not be limited to, the following: 

• Understand the model scope, investment products involved and methodology in detail.
  
• Learn proprietary system and other required language in short span of time.
  
• Identify the key model assumption and limitation of the model in order to properly design testing cases using cutting-edge methodologies.
  
• Scrutiny of assumption and limitation using quantitative and statistical tool.
  
• Data retrieval, cleaning and handling as required during the FO testing process.
  
• Front Office testing design for derivative pricing models for vanilla and exotic derivatives, including numerical stability, consistency tests, arbitrage tests, pricing and Greek analysis, sensitivity tests, stress tests, CCAR/DFAST tests, Profit & Loss tests, among others.
  
• Performance assessment of the FO pricing model in all market condition.
  
• Independently develop methodologies to challenge the model by benchmarking it with market known or alternative methods.
  
• Propose solution for the identified unpleasant behaviors or weaknesses, limitations or restrictions for FO models and provide relevant feedback to the Line of Business.
  
• Raise recommendations to capture the risk of model failure in changing business environment.
  
• Produce written summaries of research, scrutiny and assessment of testing results in fulfillment with Model Development Document standards as per regulatory requirement.
  
• Interaction with model developer, model user, data provider, and system support for relevant information.
  

The candidate must have in-depth knowledge of risk modeling for market derivative risk, and possess effective written and verbal communication skills. In addition to very strong quantitative skills, an effective personal style/attitude and the ability to work collaboratively with various cross-functional activities is key for success in this role.
 

Basic Qualifications: 

• Master’s degree in programs such Mathematics, Physics, Engineering, Finance or Quantitative Finance, with 0-3 years of related industry experience

Preferred Qualifications:

• Strong analytic, decision-making and multi-tasking skills.
  
• Knowledge in programming languages: C#, Python, C, C++, Java or similar.
  
• Advanced English level with excellent oral and written communication skills.
  
• Capable of working cross-organizationally, and collaboratively partnering with other activities.
  
• Ability to maintain a professional presence and positive attitude in all situations.
  
• Demonstrated ability to build and sustain relationship with peers.
  

Full time position

Vicente López, Buenos Aires.

Note - Preference will be given to local candidate

Job Title: Macroeconomics Research Analyst – Latin American Region

Crisil is looking for a Macroeconomics Research Analyst to join our Economics Team.  This person will conduct economic research for the Latin America economic team of a top tier US investment bank. The analyst will perform macroeconomic and financial analysis, assessing the evolution of real, monetary, external and fiscal sectors, contributing to periodic and special reports and constructing
econometric models to forecasts main macro variables.  She/he will also provide real-time analysis on economic and political developments to clients.

Candidates should have the following skill sets:

• Graduates in Economics with strong academic credentials (MSc in Economics is a plus).
  
• At least 2 years of work experience in related fields, preferably analyzing Latam countries.
  
• Strong skills in macroeconomic analysis, econometrics & statistics.
  
• Excellent written and oral English communication skills are a must.

Full time position

Vicente López, Buenos Aires.

Note - Preference will be given to local candidate

Job Title: Operational Risk-Quant Analyst

Responsible for performing highly complex activities related to creation, implementation, documentation, validation, articulation and defense, on-going maintenance of complex models grounded in highly complex statistical theory used to quantify, analyze and manage operational risks or to forecasts losses and compute capital requirements.
 

Duties typically include advising on or participating in the discussion related to analytical strategies, modeling and offering insights regarding a wide array of business initiatives.
 

This job requires application of analytical, statistical modeling, and forecasting methods and focuses on the theory and mathematics behind the analyses.
 

This job requires the ability to synthesize data to "form a story" and align information to contrast/compare to industry perspective.
Incumbents are heavily quantitatively and technically oriented and have strong communication skills.
 

In this role, the individual will participate in the development and implementation of Operational Risk capital models used for quantifying Basel III regulatory capital and internal economic capital.
 

The position is also responsible for quantifying operational risk which has unique characteristics due to its fat-tailed nature. The work is new, challenging, and complex, requiring estimation at very high confidence levels with limited historical and forward-looking, and quantitative/qualitative data.
 

Duties include participating on a high-performance team including discussions related to analytical strategies, performing analytical
modeling/support, and offering insights regarding an array of quantitative techniques and initiatives.

Key responsibilities: 

• Analyze, design and code the Operational Risk models.
  
• Coordinate and work with various data teams (for example Internal Loss Data team, Scenario Analysis team, etc.) regarding data requirements and the selection of data for modeling.
  
• Develop and implement a system of sustainable data and process controls (around models) in conjunction with the controls team to meet model risk management policies.
  
• Collaborate with the Technical Writer to document the model design and the required documentation for model validation and regulatory reviews and exams.
  
• Consult and provide support on the use of the modeled estimate in the Regulatory capital reporting submission.
  
• Interpret and synthesize the regulations with known industry practices and the our client’s capabilities/limitations.
  
• Cross reference and leverage insights from other models and risk disciplines (Credit & Market) to enhance the discipline.
  
• Apply strong attention to detail, proven accomplishments in independent research and analysis will help ensure success in this role.

Required Qualifications and Experience: 

• 2+ years of experience in an advanced scientific or mathematical field.
  
• A MSc or higher education level in a quantitative field such as mathematics, statistics, engineering, physics, economics or computer science.
  
• 2+ years of advanced skills in SAS, R or Matlab for modeling.
  

Desired Qualifications:

• 2+ years of statistical modeling experience.
  
• 2+ years of work experience in operational risk
  
• Outstanding problem solving and analytical skills with ability to turn findings into strategic imperatives
  
• Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
  
• Excellent verbal, written, and interpersonal communication skills in English

Full time position

Vicente López, Buenos Aires.

Note - Preference will be given to local candidate

Job Title: SAS Analytics Consultants

Crisil Argentina is seeking 3 SAS Analytics Consultants to join a new team that will provide services for one of its clients, a tier-I commercial and investment bank in United States.

This team, part of the Portfolio Modeling group, requires individuals with strong analytical experience in predictive modeling and data analysis. They are responsible for developing, documenting and supporting loss forecast models and results for both Commercial and Retail portfolios. These models are leveraged for the bank's Capital, Allowance and Stress Testing processes.. This job requires the application of analytical, statistical modeling, and forecasting methods and focuses on the theory and mathematics behind the analyses. This role is highly dynamic and will require critical thinking, tactical approach to problem solving, strong communication
skills and attention to detail. 

Minimum Requirements:    

• At least 5 years of relevant previous experience (for senior roles) or more than 1 years for analyst´s roles.
  
• Advanced degree in a quantitative field such as Mathematics, Finance, Statistics, Economics, Industrial Engineering or Computer Science
  
• Strong analytic and decision-making skills including demonstrated experience using data to make actionable recommendations
  
• Working familiarity with some of the following mathematical fields: Monte Carlo methods, stochastic calculus, differential equations, applied probability and statistical inference
  
• Significant experience using programming languages and statistical packages such as SAS (mandatory), C++, R, MATLAB or SQL (desirable)

Full time position

Vicente López, Buenos Aires.

Note - Preference will be given to local candidate

Job Title: Credit Risk – Grizzly(CMoR)

Validation of credit risk models: validations, re-validations, stress testing and documentation of commercial banking credit models for one of the largest banks in the United States. Degrees in Economics, Statistics or Applied Mathematics.