Senior Analyst/Specialist/Manager SMART Underwriting (Casualty) Futuristic Underwriters Pvt Ltd

2.0 - 12.0 years

0 Lacs

noida, uttar pradesh

On-site

Role Overview: As a Senior Analyst/Specialist/Manager in the SMART Underwriting (Casualty) team at Futuristic Underwriters Pvt. Ltd., you will play a crucial role in driving global underwriting excellence. Your responsibilities will involve evaluating complex liability portfolios, performing exposure and clash analysis, and supporting data-driven decision-making across the insurance value chain. Key Responsibilities: - Review new business and renewal submissions for accuracy and completeness. - Capture and validate exposure data within underwriting and pricing systems. - Analyze key risk attributes such as class, operations, jurisdiction, loss history, and contracts. - Conduct clash and accu...

Posted 3 weeks ago

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AVP-QA-Market Risk (Mumbai) Barclays

0.0 years

0 Lacs

mumbai, maharashtra, india

On-site

Join us as an AVP Quantitative Analytics Market Risk Modeler at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development , experience on ...

Posted 1 month ago

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AVP-QA-Market Risk Barclays

5.0 - 9.0 years

0 Lacs

maharashtra

On-site

As an AVP Quantitative Analytics Market Risk Modeler at Barclays Quantitative Analytics Team, you will play a crucial role in driving innovation and excellence by developing best-in-class credit risk models using industry-leading model development frameworks and methodologies. You will work in a global quant team with regulators across the world and cutting-edge technology to revolutionize digital offerings and ensure unparalleled customer experiences. **Key Responsibilities:** - Develop credit risk models focusing on FRTB, VaR, Expected Shortfall (ES), BASEL, Monte Carlo Simulation, Stress Testing, Exposure Modeling, CVA, Pricing Models, Desk Quants and Strategists, Black-Scholes, Economic ...

Posted 1 month ago

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