AVP - Model Validation - Investment Banking

We openings with One of our Global Banking Client.

Client : Investment Banking

Work Location: Mumbai

Job Overview :- Model Validation

Should have experience/Knowledge with at least one of the following

OTC Derivatives, Secured Financing Transactions

Pricing models

Computation of risk metrics (e.g VaR, EPE, PFE, Greeks)

Knowledge of AIRB parameters modeling ( PD, LGD, EAD, Rating Models)

- Analytical/Numerical degree (physics/Mathematics/Engineering). CFA/FRM/CQF will be preferred.

- Very good programming skills, eg. R, MATLAB, Python or C++, VBA, SQL, and Office package is highly recommended.

- Knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.

- Being responsible for deliverables. A winning personality, conceptual and communication skills.

- Highly Detail Oriented and strong team players. Excellent analytical skills, especially with regards to financial analysis.

- Flexibility and the ability to work under pressure.

Karthika Devi
Specialist Recruiter
9486040502