Posted By
Posted in
Banking & Finance
Job Code
476411
Title : Market Risk
Experience : 3-10 Years
Location: Pune/ Mumbai
Job Duties:
- The role will require working closely with the market risk validation team of a large global bank. This will include managing and be mentoring a team to independently validate, review, assess and challenge the complex market risk models.
- Key responsibilities include understanding the conceptual framework and assumptions of models, guiding the team with innovative testing frameworks, resolving projects- issues, reviewing the comprehensive validation report, along with managing the deadline of each individual from the team.
- The candidates will be required to have sound knowledge and exposure to market risk models and validation process. This will include exposure to the following:
- Market Risk models
- VaR/RNIV models
- IRC and CCAR
- Stress testing
Qualification :
- Ph.D. - Mathematics/Physics/Engineering/Computational Finance/similar quantitative discipline; or Master's degree with relevant experience of 5-7 years.
Skills Required :
- Excellent knowledge of quantitative finance
- In-depth knowledge of multiple market risk models and related market known products.
- Strong exposure to various risk concepts including VaR, RNIV, IRC and CCAR
- Experience in different review/validation framework for Market \Credit Risk
- Excellent analytical and creative problem-solving skills
- Ability to manage multiple validations with different timeline
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Posted By
Posted in
Banking & Finance
Job Code
476411