Director - Risk Modeling - Market Risk

Note: We are looking for Female candidates only

Co Name: Leading Banking MNC

Designation: Director

Exp: 10+yrs

Role: you'll be working in the Market Risk team of Model Risk Management & Control (MRMC) . Our model validation team is responsible for the independent review and challenge of market risk models , the model universe covers but is not limited to Value-at-Risk, Risks-not-in-VaR, Market risk Stress Loss/RWA, also covering the entire suite of model changes due to FRTB, and Libor transition.

Requirement:

- a degree in finance, engineering, statistics, or a related quantitative field

- the ability to apply quantitative techniques to solve practical problems

- analytical and cognitive skills, together with an inquisitive mind

- very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally

- knowledge of R, Latex preferred

- co-operative and team-orientated, while being able to motivate and organize yourself and complete tasks independently to high quality standards

- fluent in English, oral and written