Opening for Model Validation for leading IB based in Mumbai (candidates from IITs will be preferable) (2-5 yrs)
- Review models (Risk and Stress Testing models)
- Ensure that the model meets its stated objective.
- This would include reviewing the theoretical assumptions and the implementation of the model - for instance, setting up independent benchmarking tools for testing of various scenarios & boundary conditions of complex models.
- Model Risk Analysis
- Preparation of model review documentation
- The current role will specifically look into following areas
- Validation of risk models (counterparty exposure, VaR etc) and/or
- Validation of stress testing models - models used for assessing the stability or business continuity
- Activity is often project-based, being driven by various regulatory requirements (e.g. Industry-Wide Stress Testing).
If you find it suitable or if you have any reference for this position, Kindly share CV with Below detail.
- Current Company :
- Current Designation : ___________ Since ________
- Total Exp:
- Relevant Exp:
- Current CTC :
- Exp CTC:
- Notice Period :
- Reason for Job Change :
- Current Location
- Preferred Location
- Reporting to :
- Handling a team of :
Tejashree Waradkar
Team Leader
Dir No: +91 22 66848503|Mob No .8454843560
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