Leadership Role - Treasury Risk Analytics

Candidates with 6+ years of experience into Model Development / Validation related to Risk Management (Market/ Credit/Interest Rate Risk), (Derivatives & Balance Sheet), ALM.

- Validating Credit Risk models (Basel II PD/ LGD/ EAD models), Market Risk models (VaR, RAROC, EC/EL models) and Asset-Liability models (FTP, LIBOR, Repo, Fixed-Income models)

- Developing models used for generating/ testing trade ideas, pricing and developing structured products

- Developing Statistical Models/ Financial Time Series models (ARIMA/ GARCH) to forecast prices/ returns

Good knowledge of Excel/ VBA

Those who are interested can connect 9912429900