AVP/Associate - Model Validation - Quant Risk Management - Investment Bank - IIM/MDI/ISB

We have an opening with one of the leading IB based in Mumbai for Model Validation - Quant .

Job Description:

- Looking for candidate from tier-1 institute

- Validation of risk models (counterparty exposure, VaR etc)

- Validation of stress testing models - models

- Model Reviewing & implementation of the model

Skill Set Required :

- Stochastic calculus

- Ito Calculus

- Brownian motion

- Counterparty exposure

- CCAR

- PPNR

- SIMM

- VaR

- Stress testing

- Local Volatility

- Stochastic Volatility

- Heston

- Libor Market Model (or LMM)

- BGM

- HJM (or Heath Jarrow)

- Short rate

- Longstaff Schwartz

Please share your updated CV with below detail 

- Current Company :
- Current Designation : ___________ Since ________
- Total Exp:
- Relevant Exp:
- Current CTC :
- Exp CTC:
- Notice Period :
- Reason for Job Change :
- Reporting to :
- Handling a team of :

Tejashree Waradkar
Mob No .8454843560