Market Risk Role - Model Development & Validation - BPO

Market Risk - Model Development & Validation

A leading MNC BPO is looking for candidates with good expertise in building market risk model development and validation for their expanding teams.

Responsibilities include :

- You will be responsible for Measurement and analysis of market risk, Valuation of various financial securities, including derivatives Asset Liability management

- Credit risk of multi instruments derivative hedge portfolio, mainly the fixed income book consisting of bonds, swaps, structured products and Eurodollar Futures.

- Statistical models for behavior and origination scorecards

- Forecasting models for credit losses and other balance sheet items.

Desired Skills :

- Understanding of data methodology used for top statistical credit risk models (e.g., application/behavior scoring, economic capital models, etc.), Value-at-Risk models for market risk, ALM and behavioral models for interest rate risk, forecasting models for loan losses or balance sheet items, etc.

- Good understanding of valuation principles for various derivative and structured products

- Good understanding of the Mathematical theory behind the various risk measures and valuation techniques

- Background in validation of risk models and good understanding of principles of risk model validation as defined by the regulatory agencies

Please get in touch on +91-8105288298 to know more about the role.