Joining Location: Mumbai Experience: 2- 6 Years Job description: 1. Experience in valuations of Structured Products instruments including Bonds with embedded options, RMBS, CMBS, ABS and Agency Securities 2. Performed end to end Model Validation for Exotic models covering Equity and Rates Asset Classes under FRTB regulatory framework 3. VaR model governance documentation review including quantitative assessment: a) Testing of appropriateness and suitability of market data b) Adopt econometric models for gap-fills c) Revaluation of portfolio positions d) Re-compute VaR and analyse VaR for outliers e) Assess MJs around models and outliers 4. Documentation of test results - Asset classes Experience: (a) Credit products (b) Securitized products (c) Rates [IR &amp; FX] (d) Equities (e) Commodities - Educational background: B. Tech + CFA/FRM (or both)

Mumbai

Consultant/Assistant Manager - Financial Reporting - Big4 

Consultant/Assistant Manager - Financial Reporting - Big4  ,Job Description for Consultant/Assistant Manager - Financial Reporting - Big4  in SSJ Solutions in  Mumbai for (2-6) years of experience. Apply Now!

Job Description for Consultant/Assistant Manager - Financial Reporting - Big4  in SSJ Solutions in  Mumbai for (2-6) years of experience. Apply Now!