Market Risk Modeling - Model Validation - BFSI

- Experience in model validation.

- Experience of risk and capital modeling, derivatives pricing.

- Education on any quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD.

- Good knowledge in software applications such as R, Matlab, SQL and SAS.

- Experience in choice of modeling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc.

- Review, verify and validate risk models