Client is a well known bank and rated among its peer group. Role details : Candidates must be well versed with Market Risk model creation/validation, Treasury products valuation methodology, Sensitivities, VaR etc. Should be preferably working with Banks or Consulting Firms. Role specs : - Review and enhancement of VaR , Stress VaR, Stress testing frameworks. - Performing proactive scenario and simulation analysis for treasury trading portfolio on plausible economic events and scenarios. - Ability to price Vanilla as well as structured products through excel spreadsheets or software's such as Python, R studio, etc. - Ability to create new models from white papers. - End to end model creation and validation for Liquidity risk models. - Defining stress scenarios and stress testing methodologies - Understanding and implementing advanced analysis like CVA/DVA, PFE, SIMM, FRTB etc. - In depth understanding of advanced structured products like, Barrier options, Digitals, caps & floors, CDS, CLN etc. including its risk and valuation. - Shall have granular understating of latest regulatory developments in market risk and liquidity risk domain. Candidate specs : - Must have worked in Market Risk role including Model Validation. - Preferred from Commercial Banks / Consulting Firms. - CA/ MBA / Stats or Maths major from well known institutes.

Mumbai

Market Risk/Model Validation Role - Bank - CA 

Market Risk/Model Validation Role - Bank - CA  ,Job Description for Market Risk/Model Validation Role - Bank - CA  in Career Inflections in  Mumbai for (2-7) years of experience. Apply Now!

Job Description for Market Risk/Model Validation Role - Bank - CA  in Career Inflections in  Mumbai for (2-7) years of experience. Apply Now!