Model Validation Analyst - Risk Mgmt - IB

Role: Model Validation Analyst

Department: Risk Management

Company: Leading Investment Bank

Location: Mumbai (Candidates who want to relocate may also apply)

Level: ENO

Experience: 2+ years

Responsibilities:

- Investigating key aspects of each model under review: the choice of model, its correct implementation and optimal use of the model

- Developing independent models for comparison with those under validation

- Reviewing the issues, assumptions and limitations of both the proposed and independent modeling approaches

- Back testing alternative models to evaluate and compare their performance with historical simulations

More details will be shared with shortlisted candidates.

If interested, please apply with subject title “Model Validation Analyst” at Shabnam.trulux@gmail.com