AVP - Market Risk Model Validation

Please note: Immediate Joiners/people serving notice period needs apply.

Strong quantitative background - experience in model development or validation a plus

- Basic understanding of Mathematics and statistics in terms of linear algebra, probability theory

- Basic understanding of fixed income and equity derivatives, volatility surfaces, interest rate curve construction and Greeks

- Good understanding of workings of a Bank (processes, Committees, systems etc.) and Banking products across fixed income, derivatives, retail etc.

- Understanding of VaR and different VaR modelling and backtesting techniques

- Understanding of statistical concepts/ time series modeling

- Experience in Python/C++

- Strong communication and documentation skills