AVP - Wholesale/Quant Models - Investment Bank

4 - 8 Years

Delhi NCR

Posted 6 months ago

#Model Validation #Risk Modeling #Python #Risk Management #Liquidity Risk Management #Operational Risk #Stress Testing

AVP - Wholesale/Quant Models

We are hiring for a leading investment Bank at Delhi/NCR

Position :

Experience: 4-8 yrs in Wholesale industry preferably in the liquidity/operational risk domain. Model Validation/ Model review -with knowledge in Python/R

Education : B.tech/ Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science

Role & Responsibilities:

- Performing independent validation of models in wholesale banking, Treasury, Liquidity Risk , Operational risk, Climate Risk, ICAAP & ILAAP models

- Responsible for performing and documenting analysis and testing of wholesale banking models/Quant Models

- Work on independent review of models across different spectrum of retail and wholesale portfolios, Liquidity Risk and Funding models, Operational Risk models: Models leveraged for projection of Operational Risk losses, Stress Test Models Internal Stress Test

- Perform technical analysis and/or build alternative benchmarks to new and existing models, in line with the requirements set out in the banks standards and policies.

- Produce high quality model validation reports, with a particular focus on noting limitations, weaknesses and assumptions